scientific article; zbMATH DE number 1301880
From MaRDI portal
Publication:4247106
zbMath0922.62090MaRDI QIDQ4247106
Publication date: 17 October 1999
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
Related Items (6)
Quantile spectral processes: asymptotic analysis and inference ⋮ Weak convergence of the function-indexed integrated periodogram for infinite variance processes ⋮ The periodogram at the Fourier frequencies ⋮ The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach ⋮ Discrete time parametric models with long memory and infinite variance ⋮ Empirical spectral processes for stationary state space models
This page was built for publication:
