Infinite variance stable moving averages with long memory (Q1922360): Difference between revisions
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Revision as of 06:17, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite variance stable moving averages with long memory |
scientific article |
Statements
Infinite variance stable moving averages with long memory (English)
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2 March 1997
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time series
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long memory
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infinite variance moving averages
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stable non-Gaussian innovations
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regularly varying coefficients
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measures of dependence
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codifference
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covariation
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