Strictly stationary solutions of autoregressive moving average equations (Q2786385)
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scientific article; zbMATH DE number 5789968
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| default for all languages | No label defined |
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| English | Strictly stationary solutions of autoregressive moving average equations |
scientific article; zbMATH DE number 5789968 |
Statements
Strictly stationary solutions of autoregressive moving average equations (English)
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22 September 2010
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ARMA process
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heavy tail
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infinite variance
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strict stationarity
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0.890930712223053
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0.8722739815711975
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0.8716553449630737
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0.853973388671875
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0.8437807559967041
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