SYMMETRIC STABLE SEQUENCES WITH MISSING OBSERVATIONS

DOI10.1111/J.1467-9892.1994.TB00196.XzbMath0794.62061OpenAlexW1986197330MaRDI QIDQ4299038

Dankit K. Nassiuma

Publication date: 29 June 1994

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.tb00196.x

zbMATH Keywords

interpolationinfinite varianceanalytical expressionsfinite varianceautoregressive moving-average processminimum dispersionoptimal linear estimates of missing valuesstationary symmetric stable processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Cites Work

• Unnamed Item
• Linear prediction of ARMA processes with infinite variance
• Time series: theory and methods
• Wold decomposition, prediction and parameterization of stationary processes with infinite variance
• Innovations and Wold decompositions of stable sequences
• A nonlinear time series model and estimation of missing observations
• Linear Problems in Linear Problems inpth Order and Stable Processes
• "Infinite Variance" and Research Strategy in Time Series Analysis

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