Semi-parametric estimation of long-range dependence index in infinite variance time series. (Q5933606)
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scientific article; zbMATH DE number 1599536
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| English | Semi-parametric estimation of long-range dependence index in infinite variance time series. |
scientific article; zbMATH DE number 1599536 |
Statements
Semi-parametric estimation of long-range dependence index in infinite variance time series. (English)
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2001
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long-range dependence
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stable law
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semi-parametric frequency domain estimation
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0.8428666591644287
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0.8409472107887268
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0.8325427770614624
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0.8285291790962219
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0.8141345977783203
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