Parameter estimation for infinite variance fractional ARIMA (Q1354498)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for infinite variance fractional ARIMA |
scientific article |
Statements
Parameter estimation for infinite variance fractional ARIMA (English)
0 references
6 October 1998
0 references
stable distributions
0 references
heavy tails
0 references
fractional ARIMA time series
0 references
long-range dependence
0 references
consistency
0 references
periodogram
0 references
sample autocovariances
0 references
infinite variance
0 references
