Pages that link to "Item:Q1620393"

The following pages link to The modified Yule-Walker method for \(\alpha\)-stable time series models (Q1620393):

Displaying 8 items.

• The maximum likelihood method for Student's t-distributed autoregressive model with infinite variance (Q5062351) (← links)
• Spatio‐Temporal Dependence Measures for Bivariate AR(1) Models with <i>α</i>‐Stable Noise (Q5111857) (← links)
• Measures of Cross‐Dependence for Bidimensional Periodic AR(1) Model with α‐Stable Distribution (Q5135322) (← links)
• Estimation of the parameters of symmetric stable ARMA and ARMA–GARCH models (Q5867708) (← links)
• The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1 (Q6134391) (← links)
• Forecasting of symmetric \(\alpha\)-stable autoregressive models by time series approach supported by artificial neural networks (Q6157935) (← links)
• Autoregressive model with double Pareto distributed noise (Q6200055) (← links)
• Alternative dependency measures-based approach for estimation of the α–stable periodic autoregressive model (Q6558493) (← links)