An empirical likelihood approach for symmetric \(\alpha\)-stable processes (Q888475)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An empirical likelihood approach for symmetric \(\alpha\)-stable processes |
scientific article |
Statements
An empirical likelihood approach for symmetric \(\alpha\)-stable processes (English)
0 references
30 October 2015
0 references
\(\alpha\)-stable processes
0 references
empirical likelihood ratio
0 references
confidence regions
0 references
heavy tails
0 references
normalized power transfer function
0 references
self-normalized periodogram
0 references
Whittle likelihood
0 references
0 references