On Uniqueness of Moving Average Representations of Heavy‐tailed Stationary Processes (Q3452746): Difference between revisions
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Revision as of 20:57, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Uniqueness of Moving Average Representations of Heavy‐tailed Stationary Processes |
scientific article |
Statements
On Uniqueness of Moving Average Representations of Heavy‐tailed Stationary Processes (English)
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13 November 2015
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\(\alpha\)-stable distribution
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domain of attraction
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identification
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infinite moving average
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linear process
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mixed causal/noncausal process
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