Identification of moving average process with infinite variance (Q2467384): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Q4247102 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: ESTIMATION OF THE ORDER OF A MOVING AVERAGE MODEL FROM AUTOREGRESSIVE AND WINDOW ESTIMATES OF THE INVERSE CORRELATION FUNCTION / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Time series: theory and methods. / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: ARMA model identification / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Limit theory for the sample covariance and correlation functions of moving averages / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5829358 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Simple consistent estimators of stable distribution parameters / rank | |||
Normal rank |
Latest revision as of 14:37, 27 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Identification of moving average process with infinite variance |
scientific article |
Statements
Identification of moving average process with infinite variance (English)
0 references
21 January 2008
0 references
order identification
0 references
sample normalized co-difference
0 references