Noncausal Autoregressive Model in Application to Bitcoin/USD Exchange Rates (Q4558822): Difference between revisions

@@ Property / cites work @@
+Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes
+Normal rank
@@ Property / cites work @@
+Model identification for infinite variance autoregressive processes
+Normal rank
@@ Property / cites work @@
+The Shape of Asymptotic Dependence
@@ Property / cites work: The Shape of Asymptotic Dependence / rank @@
+Normal rank
@@ Property / cites work @@
+TIME-REVERSIBILITY, IDENTIFIABILITY AND INDEPENDENCE OF INNOVATIONS FOR STATIONARY TIME SERIES
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation for noncausal autoregressive processes
+Normal rank
@@ Property / cites work @@
+On the unique representation of non-Gaussian linear processes
+Normal rank
@@ Property / cites work @@
+Limit theory for moving averages of random variables with regularly varying tail probabilities
+Normal rank
@@ Property / cites work @@
+Limit theory for the sample covariance and correlation functions of moving averages
+Normal rank
@@ Property / cites work @@
+Filtering, Prediction and Simulation Methods for Noncausal Processes
+Normal rank
@@ Property / cites work @@
+On Uniqueness of Moving Average Representations of Heavy‐tailed Stationary Processes
+Normal rank
@@ Property / cites work @@
+Noncausal Autoregressions for Economic Time Series
+Normal rank
@@ Property / cites work @@
+NONCAUSAL VECTOR AUTOREGRESSION
@@ Property / cites work: NONCAUSAL VECTOR AUTOREGRESSION / rank @@
+Normal rank
@@ Property / cites work @@
+The exact likelihood function for a mixed autoregressive-moving average process
+Normal rank
@@ Property / cites work @@
+Gaussian and non-Gaussian linear time series and random fields
+Normal rank