Non‐stationary autoregressive processes with infinite variance (Q5397966)
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scientific article; zbMATH DE number 6261465
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non‐stationary autoregressive processes with infinite variance |
scientific article; zbMATH DE number 6261465 |
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Non‐stationary autoregressive processes with infinite variance (English)
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25 February 2014
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AR(\(p\))
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infinite variance
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nonstationary
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stable processes
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stochastic integrals
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