Strictly stationary solutions of multivariate ARMA equations with i.i.d. noise (Q1925988)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strictly stationary solutions of multivariate ARMA equations with i.i.d. noise |
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Strictly stationary solutions of multivariate ARMA equations with i.i.d. noise (English)
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27 December 2012
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VARMA process
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multivariate ARMA
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heavy tails
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infinite variance
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strict stationarity
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