scientific article; zbMATH DE number 5504540

MaRDI QIDQ3597597zbMATH OpenFDO

Authors

Publication date 9 February 2009

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

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)

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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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