Infinite variance stable moving averages with long memory (Q1922360)

From MaRDI portal
Revision as of 06:17, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Infinite variance stable moving averages with long memory
scientific article

    Statements

    Infinite variance stable moving averages with long memory (English)
    0 references
    0 references
    0 references
    2 March 1997
    0 references
    time series
    0 references
    long memory
    0 references
    infinite variance moving averages
    0 references
    stable non-Gaussian innovations
    0 references
    regularly varying coefficients
    0 references
    measures of dependence
    0 references
    codifference
    0 references
    covariation
    0 references

    Identifiers