Pages that link to "Item:Q5952107"
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The following pages link to A method for fitting stable autoregressive models using the autocovariation function (Q5952107):
Displaying 20 items.
- Diagnostic tests for non-causal time series with infinite variance (Q389304) (← links)
- Model identification for infinite variance autoregressive processes (Q528139) (← links)
- The modified Yule-Walker method for \(\alpha\)-stable time series models (Q1620393) (← links)
- Misspecification of noncausal order in autoregressive processes (Q1754523) (← links)
- Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes (Q2388986) (← links)
- The<i>k</i>-factor GARMA Process with Infinite Variance Innovations (Q2809616) (← links)
- Stable Autoregressive Models and Signal Estimation (Q2920015) (← links)
- Revealing Some Unexpected Dependence Properties of Linear Combinations of Stable Random Variables Using Symmetric Covariation (Q3155293) (← links)
- TESTING FOR LINEAR DEPENDENCE IN HEAVY-TAILED DATA (Q4540748) (← links)
- Asymptotic behavior of the cross-dependence measures for bidimensional AR(1) model with $\alpha $-stable noise (Q4989148) (← links)
- The maximum likelihood method for Student's t-distributed autoregressive model with infinite variance (Q5062351) (← links)
- Cross-codifference for bidimensional VAR(1) time series with infinite variance (Q5082898) (← 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)
- Analysis of autoregressive models with symmetric stable innovations (Q5147566) (← links)
- Estimating the tail conditional expectation of Walmart stock data (Q5147650) (← links)
- A Cauchy estimator test for autocorrelation (Q5220787) (← 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)
