The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1 (Q6134391)
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scientific article; zbMATH DE number 7716683
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1 |
scientific article; zbMATH DE number 7716683 |
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The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1 (English)
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25 July 2023
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periodic autoregression
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heavy-tailed distribution
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covariation
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estimation
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Monte Carlo simulation
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