Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations (Q5467602)
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scientific article; zbMATH DE number 5026129
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| English | Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations |
scientific article; zbMATH DE number 5026129 |
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Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations (English)
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24 May 2006
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FARIMA
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stable distribution
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self-similarity parameter
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asymptotic normality
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0.87978506
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0.8716122
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0.86697817
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0.8662029
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0.86538154
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0.86431116
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0.8596344
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