M-estimation for general ARMA processes with infinite variance (Q2852629)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6214396
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | M-estimation for general ARMA processes with infinite variance |
scientific article; zbMATH DE number 6214396 |
Statements
9 October 2013
0 references
ARMA process
0 references
bootstrap
0 references
infinite variance
0 references
M-estimation
0 references
non-causality
0 references
non-invertibility
0 references
stable distribution
0 references
time series
0 references
0 references
0 references
0 references
M-estimation for general ARMA processes with infinite variance (English)
0 references
0.88404381275177
0 references
0.8548548817634583
0 references
0.8425360918045044
0 references
