Indirect inference for locally stationary ARMA processes with stable innovations (Q5033462)
From MaRDI portal
scientific article; zbMATH DE number 7480240
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Indirect inference for locally stationary ARMA processes with stable innovations |
scientific article; zbMATH DE number 7480240 |
Statements
Indirect inference for locally stationary ARMA processes with stable innovations (English)
0 references
23 February 2022
0 references
locally stationary process
0 references
stable distribution
0 references
indirect inference
0 references
0 references
0 references
0 references
0 references
