The<i>k</i>-factor GARMA Process with Infinite Variance Innovations (Q2809616)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The<i>k</i>-factor GARMA Process with Infinite Variance Innovations |
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The<i>k</i>-factor GARMA Process with Infinite Variance Innovations (English)
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30 May 2016
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conditional sum squares
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Gegenbauer polynomial
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long memory
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Markov chains Monte Carlo
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stable distributions
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Whittle estimation
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