Trimmed stable AR(1) processes (Q404137)

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Trimmed stable AR(1) processes
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    Statements

    title
    Trimmed stable AR(1) processes (English)
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    author
    István Berkes
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    Alina Bazarova
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    Lajos Horváth
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    publication date
    4 September 2014
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    zbMATH Keywords
    trimming
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    heavy tails
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    asymptotic normality
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    autoregressive(1) processes
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    CUSUM processes
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    Identifiers

    Mathematics Subject Classification ID
    60G52
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    60F17
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    62M10
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    zbMATH DE Number
    6339487
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    OpenAlex ID
    W1979047320
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