Stable Autoregressive Models and Signal Estimation (Q2920015): Difference between revisions

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+Statistical signal extraction using stable processes
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+Time series: theory and methods.
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+Linear Problems in Linear Problems in<i>p</i>th Order and Stable Processes
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+Spectral estimation via the high-order Yule-Walker equations
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+Consistency for least squares regression estimators with infinite variance data
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+Linear prediction of ARMA processes with infinite variance
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+Limit theory for the sample covariance and correlation functions of moving averages
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+A method for fitting stable autoregressive models using the autocovariation function
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+Autoregressive processes with infinite variance
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+Regression and autoregression with infinite variance
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+Numerical calculation of stable densities and distribution functions
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+An algorithm for robust fitting of autoregressive models
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+Q4301585
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+Estimation of unknown parameters in nonlinear and non-Gaussian state-space models
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