Testing for independence in heavy tailed and positive innovation time series

DOI10.1080/15326349508807362zbMath0837.60035OpenAlexW2014417512MaRDI QIDQ4858229

Cătălin Stărică, Paul D. Feigin, Sidney I. Resnick

Publication date: 20 May 1996

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/1813/8969

zbMATH Keywords

linear programmingconsistencyautoregressive processestest of independence

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Related Items (2)

Parameter estimation for moving averages with positive innovations ⋮ Limit theory for bilinear processes with heavy-tailed noise

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