FARIMA with stable innovations model of Great Salt Lake elevation time series (Q612642)
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scientific article; zbMATH DE number 5830282
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | FARIMA with stable innovations model of Great Salt Lake elevation time series |
scientific article; zbMATH DE number 5830282 |
Statements
FARIMA with stable innovations model of Great Salt Lake elevation time series (English)
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29 December 2010
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Hurst parameter
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long-range dependent
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stable distribution
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FARIMA
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FIGARCH
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FARIMA with stable innovations
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0.6541153788566589
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0.6513158679008484
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0.6510725021362305
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0.6393511891365051
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0.638892650604248
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