An empirical likelihood approach for symmetric \(\alpha\)-stable processes (Q888475)
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scientific article; zbMATH DE number 6502617
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | An empirical likelihood approach for symmetric \(\alpha\)-stable processes |
scientific article; zbMATH DE number 6502617 |
Statements
An empirical likelihood approach for symmetric \(\alpha\)-stable processes (English)
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30 October 2015
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\(\alpha\)-stable processes
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empirical likelihood ratio
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confidence regions
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heavy tails
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normalized power transfer function
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self-normalized periodogram
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Whittle likelihood
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0.8077528476715088
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0.7832592725753784
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0.7770283222198486
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0.7759683728218079
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