Indirect inference for locally stationary ARMA processes with stable innovations (Q5033462)
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scientific article; zbMATH DE number 7480240
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Indirect inference for locally stationary ARMA processes with stable innovations |
scientific article; zbMATH DE number 7480240 |
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Indirect inference for locally stationary ARMA processes with stable innovations (English)
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23 February 2022
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locally stationary process
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stable distribution
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indirect inference
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0.9045617
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0.89665186
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0.8886602
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0.88070655
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0.8759295
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0.8731739
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