INFINITE VARIANCE STABLE ARMA PROCESSES (Q4299019): Difference between revisions
From MaRDI portal
Changed an Item |
Normalize DOI. |
||
| (3 intermediate revisions by 3 users not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1111/j.1467-9892.1994.tb00185.x / rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1994.tb00185.x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2049035602 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5631966 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5624436 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3717907 / rank | |||
Normal rank | |||
| Property / DOI | |||
| Property / DOI: 10.1111/J.1467-9892.1994.TB00185.X / rank | |||
Normal rank | |||
Latest revision as of 17:12, 29 December 2024
scientific article; zbMATH DE number 598006
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | INFINITE VARIANCE STABLE ARMA PROCESSES |
scientific article; zbMATH DE number 598006 |
Statements
INFINITE VARIANCE STABLE ARMA PROCESSES (English)
0 references
19 January 1995
0 references
asymptotic dependence
0 references
alpha-stable innovations
0 references
ARMA(p,q) process
0 references
dependence structure
0 references
characteristic function
0 references
covariance
0 references
stable non- anticipating ARMA process
0 references
exponentially decaying function
0 references
exact asymptotic behavior
0 references
