The modified Yule-Walker method for \(\alpha\)-stable time series models (Q1620393): Difference between revisions

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Latest revision as of 09:45, 17 July 2024

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The modified Yule-Walker method for \(\alpha\)-stable time series models
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    The modified Yule-Walker method for \(\alpha\)-stable time series models (English)
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    13 November 2018
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    covariation
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    \(\alpha\)-stable distribution
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    estimation
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    Yule-Walker equations
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