On parameters estimation of stationary AR(1) with nonzero mean alpha-stable innovations in the case ]1,2]

MaRDI QIDQ3457403zbMATH OpenFDO

Authors T. Mami, Abderrahmane Yousfate

Publication date 14 December 2015

zbMATH Keywords

stable distributionsnot centered innovationsstationary first-order autoregressive model

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stable stochastic processes (60G52)

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(4)

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