Parameter estimation for a misspecified arma model with infinite variance innovations

DOI10.1007/bf02367956zbMath1524.62441MaRDI QIDQ6070956

Claudia Klüppelberg, Thomas Mikosch

Publication date: 24 November 2023

Published in: Journal of Mathematical Sciences (Search for Journal in Brave)

Mathematics Subject Classification ID

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

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