FARIMA with stable innovations model of Great Salt Lake elevation time series (Q612642)

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FARIMA with stable innovations model of Great Salt Lake elevation time series
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    title
    FARIMA with stable innovations model of Great Salt Lake elevation time series (English)
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    author
    Hu Sheng
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    Yang Quan Chen
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    publication date
    29 December 2010
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    zbMATH DE Number
    5830282
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    zbMATH Keywords
    Hurst parameter
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    long-range dependent
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    stable distribution
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    FARIMA
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    FIGARCH
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    FARIMA with stable innovations
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    describes a project that uses
    Ox
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    longmemo
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    OxMetrics
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    OpenAlex ID
    W2073928785
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