NON‐STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES WITH INFINITE VARIANCE (Q5285836)
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scientific article; zbMATH DE number 222969
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| English | NON‐STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES WITH INFINITE VARIANCE |
scientific article; zbMATH DE number 222969 |
Statements
NON‐STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES WITH INFINITE VARIANCE (English)
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29 June 1993
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infinite variance
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lambda-stationarity
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stable distributions
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linear forecasts
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non-stationary autoregressive moving-average processes
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stable innovations
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\(h\)-steps-ahead forecast error
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parameter estimation
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0.8430752754211426
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0.8160364031791687
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0.8073468208312988
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0.8069744110107422
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0.8051066994667053
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