Estimating the codifference function of linear time series models with infinite variance (Q537535): Difference between revisions

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+ESTIMATION OF THE ORDER OF A MOVING AVERAGE MODEL FROM AUTOREGRESSIVE AND WINDOW ESTIMATES OF THE INVERSE CORRELATION FUNCTION
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+A Method for Simulating Stable Random Variables
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+Q4343010
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+Rates of convergence for the empirical distribution function and the empirical characteristic function of a broad class of linear processes
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+Hypothesis Testing in Time Series via the Empirical Characteristic Function: A Generalized Spectral Density Approach
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+Can one see \(\alpha\)-stable variables and processes?
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+INFINITE VARIANCE STABLE ARMA PROCESSES
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+A goodness-of-fit test of simple hypotheses based on the empirical characteristic function
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+Q4230740
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+Asymptotic behavior of the covariation and the codifference for arma models with stable innovations
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+Q4385066
@@ Property / cites work: Q4385066 / rank @@
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+Testing the stable Paretian assumption
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+Q2709279
@@ Property / cites work: Q2709279 / rank @@
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+Q4678395
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+Order identification for Gaussian moving averages using the codifference function
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+Identification of moving average process with infinite variance
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+Q4301585
@@ Property / cites work: Q4301585 / rank @@
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+Empirical Characteristic Function Estimation and Its Applications
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+Publication:537535