A note on nonstationary arma processes with infinite variance

DOI10.1080/03610929108830599zbMATH Open0900.62462OpenAlexW2029497025MaRDI QIDQ3135313FDOQ3135313

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

• Title not available (Why is that?)
• Linear prediction of ARMA processes with infinite variance
• "Infinite Variance" and Research Strategy in Time Series Analysis
• Minimum error dispersion linear filtering of scalar symmetric stable processes

Cited In (1)

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

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