A note on nonstationary arma processes with infinite variance

DOI10.1080/03610929108830599MaRDI QIDQ3135313zbMATH OpenOpenAlexFDO

Authors Dankit K. Nassiuma

Publication date 17 October 1993

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929108830599

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites work

• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• "Infinite Variance" and Research Strategy in Time Series Analysis
• Linear prediction of ARMA processes with infinite variance
• Minimum error dispersion linear filtering of scalar symmetric stable processes

Cited in

(1)

• NON‐STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES WITH INFINITE VARIANCE

This page was built for publication: A note on nonstationary arma processes with infinite variance

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3135313)