Estimating the codifference function of linear time series models with infinite variance (Q537535)

From MaRDI portal
Revision as of 02:39, 4 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Estimating the codifference function of linear time series models with infinite variance
scientific article

    Statements

    Estimating the codifference function of linear time series models with infinite variance (English)
    0 references
    0 references
    0 references
    0 references
    20 May 2011
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    ARMA
    0 references
    empirical characteristic function
    0 references
    0 references
    0 references
    0 references