INFINITE VARIANCE STABLE ARMA PROCESSES
From MaRDI portal
Publication:4299019
Recommendations
- scientific article; zbMATH DE number 1139949
- Parameter estimation for ARMA models with infinite variance innovations
- scientific article; zbMATH DE number 2170891
- Asymptotic behavior of the covariation and the codifference for arma models with stable innovations
- Arma and fractional Arima models with infinitely divisible innovations
Cited in
(30)- scientific article; zbMATH DE number 2170891 (Why is no real title available?)
- Periodic moving averages of random variables with regularly varying tails
- The \(k\)-factor GARMA process with infinite variance innovations
- Estimating the codifference function of linear time series models with infinite variance
- Codifference as a practical tool to measure interdependence
- Inference for some time series models with random coefficients and infinite variance innovations
- Seasonal FIEGARCH processes
- Testing for independence in heavy-tailed time series using the codifference function
- Fractional ARIMA with stable innovations
- Mixed-norm spaces and prediction of \(\mathrm{S}\alpha\mathrm{S}\) moving averages
- Arma and fractional Arima models with infinitely divisible innovations
- Continuous processes derived from the solution of generalized Langevin equation: theoretical properties and estimation
- Strongly harmonizable ARMA SS models
- Discrete time parametric models with long memory and infinite variance
- Infinite variance stable Gegenbauer ARFISMA models
- A characterization of mixing processes of type G
- Simultaneous quantile inference for non-stationary long-memory time series
- Strong orthogonal decompositions and non-linear impulse response functions for infinite-variance processes
- Infinite variance stable moving averages with long memory
- Linear prediction of ARMA processes with infinite variance
- Properties of spectral covariance for linear processes with infinite variance
- New classes of self-similar symmetric stable random fields
- Series representation of jointly S S distribution via symmetric covariations
- Modeling anomalous diffusion by a subordinated fractional Lévy-stable process
- An inner-outer factorization in \(\ell^{p}\) with applications to ARMA processes
- Spectral covariance and limit theorems for random fields with infinite variance
- Indirect inference for locally stationary ARMA processes with stable innovations
- Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations
- Fractional Lévy stable motion time-changed by gamma subordinator
- Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models
This page was built for publication: INFINITE VARIANCE STABLE ARMA PROCESSES
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4299019)
