The modified Yule-Walker method for \(\alpha\)-stable time series models (Q1620393): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 04:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The modified Yule-Walker method for \(\alpha\)-stable time series models |
scientific article |
Statements
The modified Yule-Walker method for \(\alpha\)-stable time series models (English)
0 references
13 November 2018
0 references
covariation
0 references
\(\alpha\)-stable distribution
0 references
estimation
0 references
Yule-Walker equations
0 references
