Parameter estimation for ARMA models with infinite variance innovations (Q1895361)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for ARMA models with infinite variance innovations |
scientific article |
Statements
Parameter estimation for ARMA models with infinite variance innovations (English)
0 references
18 October 1995
0 references
difference equation
0 references
consistency
0 references
stable innovations
0 references
ARMA process
0 references
domain of attraction of a stable law
0 references
Whittle estimator
0 references
sample periodogram
0 references
