Infinite variance stable Gegenbauer ARFISMA models
DOI10.16929/AS/2021.2789.184zbMath1487.60033MaRDI QIDQ2138255
Filamory Abraham Michael Keita, Ouagnina Hili, Serge-Hippolyte Arnaud Kanga
Publication date: 11 May 2022
Published in: Afrika Statistika (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/journals/afrika-statistika/volume-16/issue-3/Infinite-Variance-Stable-Gegenbaeur-Arfisma-Models/10.16929/as/2021.2789.184.full
Infinitely divisible distributions; stable distributions (60E07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistics of extreme values; tail inference (62G32) Stable stochastic processes (60G52)
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