Robustness of the autoregressive spectral estimate for linear processes with infinite variance
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Publication:4221686
DOI10.1111/1467-9892.00047zbMath0934.62095OpenAlexW2036119808MaRDI QIDQ4221686
Publication date: 27 April 2000
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00047
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
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