The \(k\)-factor GARMA process with infinite variance innovations (Q2809616)
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scientific article; zbMATH DE number 6587394
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| English | The \(k\)-factor GARMA process with infinite variance innovations |
scientific article; zbMATH DE number 6587394 |
Statements
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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0.8210732340812683
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0.7943990230560303
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0.7928217649459839
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0.7907058000564575
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0.7874675393104553
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