Minimum error dispersion linear filtering of scalar symmetric stable processes
From MaRDI portal
Publication:4156258
Cited in
(15)- A generalization of the Kalman filter to models with infinite variance
- Recursive estimation for regression with infinite variance fractional ARIMA noise
- Tempered linear and non-linear time series models and their application to heavy-tailed solar flare data
- Inference for some time series models with random coefficients and infinite variance innovations
- Filtering, prediction and simulation methods for noncausal processes
- Linear prediction of ARMA processes with infinite variance
- A note on nonstationary arma processes with infinite variance
- Marcinkiewicz–Zygmund type strong law of large numbers for weighted sums of random variables with infinite moment and its applications
- Convergence in mean and central limit theorems for weighted sums of martingale difference random vectors with infinite \(r\)th moments
- On the stochastic linear regulator problem for systems with infinite invariance
- A note on Model Reference Adaptive System (MRAS) estimate with infinite variance
- Model selection for infinite variance time series
- NON‐STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES WITH INFINITE VARIANCE
- Estimation for regression with infinite variance errors
- State-space models for maxima precipitation
This page was built for publication: Minimum error dispersion linear filtering of scalar symmetric stable processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4156258)