scientific article; zbMATH DE number 1139949

MaRDI QIDQ4385066zbMATH OpenFDO

Authors Joanna Nowicka, Aleksander Weron

Publication date 10 September 1998

zbMATH Keywords

alpha-stable processesARMA processescodifferencecovariationdynamical functionalmeasures of dependencestable time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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