SYMMETRIC STABLE SEQUENCES WITH MISSING OBSERVATIONS
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Publication:4299038
DOI10.1111/J.1467-9892.1994.TB00196.XzbMath0794.62061OpenAlexW1986197330MaRDI QIDQ4299038
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
interpolationinfinite varianceanalytical expressionsfinite varianceautoregressive moving-average processminimum dispersionoptimal linear estimates of missing valuesstationary symmetric stable processes
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)
Cites Work
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- 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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