scientific article; zbMATH DE number 2052961

zbMATH Open1037.62085MaRDI QIDQ4454592FDOQ4454592

Authors: Chunhang Chen 

Publication date: 8 March 2004

Title of this publication is not available (Why is that?)

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zbMATH Keywords

stable distributionsperiodogramdomain of attractionsample autocorrelation function

Mathematics Subject Classification ID

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

Cited In (4)

• Nonparametric regression under dependent errors with infinite variance
• Recursive estimation for regression with infinite variance fractional ARIMA noise
• Staircase baker's map generates flaring-type time series
• Estimation for regression with infinite variance errors

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