Recursive estimation for regression with infinite variance fractional ARIMA noise (Q1600533)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Recursive estimation for regression with infinite variance fractional ARIMA noise |
scientific article; zbMATH DE number 1755432
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
13 June 2002
0 references
stable distributions
0 references
heavy-tails
0 references
long memory
0 references
fractional ARIMA
0 references
recursive estimation
0 references
innovation
0 references
noise
0 references
regression
0 references
0.8072813749313354
0 references
0.800902783870697
0 references
0.800902783870697
0 references
0.778201699256897
0 references
