scientific article; zbMATH DE number 1165678

MaRDI QIDQ4396385zbMATH OpenFDO

Authors Joop Mijnheer

Publication date 14 June 1998

zbMATH Keywords

AR(1)-modelsleast squares estimationstable processesstochastic integrals

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Markov processes (60J99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors
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• Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors. IV. A note on the case of a negative unit root

Cited in

(3)

• Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors
• Asymptotic inference for ar(1) processes with (non-normal) stable errors. III
• scientific article; zbMATH DE number 1894365 (Why is no real title available?)

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