M-estimation for general ARMA processes with infinite variance (Q2852629)
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scientific article; zbMATH DE number 6214396
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| default for all languages | No label defined |
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| English | M-estimation for general ARMA processes with infinite variance |
scientific article; zbMATH DE number 6214396 |
Statements
9 October 2013
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ARMA process
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bootstrap
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infinite variance
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M-estimation
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non-causality
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non-invertibility
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stable distribution
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time series
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M-estimation for general ARMA processes with infinite variance (English)
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0.88404381275177
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0.8548548817634583
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0.8425360918045044
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