Analysis of autoregressive models with symmetric stable innovations (Q5147566)
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scientific article; zbMATH DE number 7302491
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of autoregressive models with symmetric stable innovations |
scientific article; zbMATH DE number 7302491 |
Statements
Analysis of autoregressive models with symmetric stable innovations (English)
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27 January 2021
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symmetric stable autoregressive model
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generalized Yule-Walker estimation
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partial auto-covariation function
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information criteria
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