Order identification for Gaussian moving averages using the codifference function
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Publication:5290919
DOI10.1080/10629360500107584zbMath1101.62078OpenAlexW1991189156MaRDI QIDQ5290919
Publication date: 3 May 2006
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10629360500107584
Related Items (3)
The modified Yule-Walker method for \(\alpha\)-stable time series models ⋮ Measures of Cross‐Dependence for Bidimensional Periodic AR(1) Model with α‐Stable Distribution ⋮ Estimating the codifference function of linear time series models with infinite variance
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