INFINITE VARIANCE STABLE ARMA PROCESSES (Q4299019)
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scientific article; zbMATH DE number 598006
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | INFINITE VARIANCE STABLE ARMA PROCESSES |
scientific article; zbMATH DE number 598006 |
Statements
INFINITE VARIANCE STABLE ARMA PROCESSES (English)
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19 January 1995
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asymptotic dependence
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alpha-stable innovations
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ARMA(p,q) process
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dependence structure
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characteristic function
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covariance
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stable non- anticipating ARMA process
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exponentially decaying function
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exact asymptotic behavior
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0.8422113656997681
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0.8322983980178833
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0.8234657645225525
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