An empirical likelihood approach for symmetric \(\alpha\)-stable processes (Q888475): Difference between revisions
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Revision as of 17:35, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An empirical likelihood approach for symmetric \(\alpha\)-stable processes |
scientific article |
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An empirical likelihood approach for symmetric \(\alpha\)-stable processes (English)
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30 October 2015
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\(\alpha\)-stable processes
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empirical likelihood ratio
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confidence regions
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heavy tails
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normalized power transfer function
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self-normalized periodogram
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Whittle likelihood
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