Recursive estimation for regression with infinite variance fractional ARIMA noise (Q1600533)
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scientific article; zbMATH DE number 1755432
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| English | Recursive estimation for regression with infinite variance fractional ARIMA noise |
scientific article; zbMATH DE number 1755432 |
Statements
Recursive estimation for regression with infinite variance fractional ARIMA noise (English)
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13 June 2002
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stable distributions
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heavy-tails
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long memory
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fractional ARIMA
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recursive estimation
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innovation
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noise
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regression
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0.8072813749313354
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0.800902783870697
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0.800902783870697
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0.778201699256897
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