scientific article; zbMATH DE number 2170891

MaRDI QIDQ4678395zbMATH OpenFDO

Authors Dedi Rosadi

Publication date 23 May 2005

zbMATH Keywords

ARMA processescodifference functioninfinite variancestable processes

Mathematics Subject Classification ID

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

Recommendations

• Asymptotic behavior of the covariation and the codifference for arma models with stable innovations
• INFINITE VARIANCE STABLE ARMA PROCESSES
• Measures of Dependence for Stable AR(1) Models with Time-Varying Coefficients
• The asymptotic property of the sample generalized codifference function of stable MA(1)
• scientific article; zbMATH DE number 1139949

Cited in

(7)

• Stable continuous-time autoregressive process driven by stable subordinator
• Spectral covariance and limit theorems for random fields with infinite variance
• The asymptotic property of the sample generalized codifference function of stable MA(1)
• INFINITE VARIANCE STABLE ARMA PROCESSES
• Asymptotic behavior of the covariation and the codifference for arma models with stable innovations
• scientific article; zbMATH DE number 1139949 (Why is no real title available?)
• Estimating the codifference function of linear time series models with infinite variance

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4678395)