FARIMA with stable innovations model of Great Salt Lake elevation time series
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Publication:612642
DOI10.1016/j.sigpro.2010.01.023zbMath1203.94053MaRDI QIDQ612642
Publication date: 29 December 2010
Published in: Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sigpro.2010.01.023
Hurst parameter; stable distribution; FIGARCH; FARIMA; FARIMA with stable innovations; long-range dependent
94A12: Signal theory (characterization, reconstruction, filtering, etc.)
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Uses Software
Cites Work
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