scientific article

zbMATH Open1156.60304arXivmath/0507535MaRDI QIDQ3597597FDOQ3597597

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Publication date: 9 February 2009

Full work available at URL: https://arxiv.org/abs/math/0507535

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zbMATH Keywords

autoregressive modelgapssemi-selfdecomposableHarris-sum/ extrememax-semi-stablesemi-\(\alpha\)-Laplace

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Self-similar stochastic processes (60G18)

Cited In (2)

• On the construction of stationary AR(1) models via random distributions
• A generalization and extension of an autoregressive model

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