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