Estimating the noise parameters from observations of a linear process with stable innovations (Q1205454)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the noise parameters from observations of a linear process with stable innovations |
scientific article |
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Estimating the noise parameters from observations of a linear process with stable innovations (English)
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1 April 1993
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stable distribution
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linear time series models
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stable innovations
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empirical characteristic function
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strongly consistent
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weakly consistent
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asymptotically normal estimators
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\(\text{AR}(p)\) process
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