INFINITE VARIANCE STABLE ARMA PROCESSES
DOI10.1111/J.1467-9892.1994.TB00185.XzbMATH Open0804.62082OpenAlexW2049035602MaRDI QIDQ4299019FDOQ4299019
Authors: Murad S. Taqqu, Piotr Kokoszka 
Publication date: 19 January 1995
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1994.tb00185.x
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Cites Work
Cited In (30)
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- Codifference as a practical tool to measure interdependence
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- Testing for independence in heavy-tailed time series using the codifference function
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- 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
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- Series representation of jointly \(S \alpha S\) distribution via symmetric covariations
- Modeling anomalous diffusion by a subordinated fractional Lévy-stable process
- Indirect inference for locally stationary ARMA processes with stable innovations
- Spectral covariance and limit theorems for random fields with infinite variance
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- Fractional Lévy stable motion time-changed by gamma subordinator
- Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models
- Title not available (Why is that?)
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