Estimating the codifference function of linear time series models with infinite variance (Q537535)
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scientific article; zbMATH DE number 5898366
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| English | Estimating the codifference function of linear time series models with infinite variance |
scientific article; zbMATH DE number 5898366 |
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Estimating the codifference function of linear time series models with infinite variance (English)
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20 May 2011
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ARMA
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empirical characteristic function
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0.9068943
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0.8952171
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0.89428985
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0.8757809
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