Parameter estimation for ARMA models with infinite variance innovations (Q1895361): Difference between revisions

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Latest revision as of 12:21, 16 December 2024

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Parameter estimation for ARMA models with infinite variance innovations
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    Parameter estimation for ARMA models with infinite variance innovations (English)
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    18 October 1995
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    difference equation
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    consistency
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    stable innovations
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    ARMA process
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    domain of attraction of a stable law
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    Whittle estimator
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    sample periodogram
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