scientific article; zbMATH DE number 934079

zbMATH Open0857.60032MaRDI QIDQ4895037FDOQ4895037

Authors: Piotr Kokoszka 

Publication date: 24 February 1997

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

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zbMATH Keywords

rate of decayindex of stabilityalpha-stable lawARIMA time series

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) General second-order stochastic processes (60G12)

Cited In (14)

• Periodic moving averages of random variables with regularly varying tails
• Strictly stationary solutions of ARMA equations with fractional noise
• Mixed-norm spaces and prediction of \(\mathrm{S}\alpha\mathrm{S}\) moving averages
• Discrete time parametric models with long memory and infinite variance
• On Uniqueness of Moving Average Representations of Heavy‐tailed Stationary Processes
• The integrated periodogram for long-memory processes with finite or infinite variance
• Semi-parametric estimation of long-range dependence index in infinite variance time series.
• Best linear prediction for \(\alpha \)-stable random processes
• Limit theorems for linear random fields with innovations in the domain of attraction of a stable law
• Linear prediction of ARMA processes with infinite variance
• On the prediction of \(p\)-stationary processes
• Mathematical models for dynamics of molecular processes in living biological cells a single particle tracking approach
• Identification and validation of stable ARFIMA processes with application to UMTS data
• Fractional absolute moments of heavy tailed distributions

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