Whittle parameter estimation for vector ARMA models with heavy-tailed noises (Q2123267)
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scientific article; zbMATH DE number 7505545
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| English | Whittle parameter estimation for vector ARMA models with heavy-tailed noises |
scientific article; zbMATH DE number 7505545 |
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Whittle parameter estimation for vector ARMA models with heavy-tailed noises (English)
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8 April 2022
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ARMA models
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heavy-tailed random variable
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periodogram process
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Whittle estimation
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0.8646195
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0.8645466
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0.8624591
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0.8605368
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0.85492367
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