scientific article; zbMATH DE number 934079
From MaRDI portal
Publication:4895037
zbMATH Open0857.60032MaRDI QIDQ4895037FDOQ4895037
Authors: Piotr Kokoszka
Publication date: 24 February 1997
Title of this publication is not available (Why is that?)
Recommendations
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
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 Q4895037)