FARIMA with stable innovations model of Great Salt Lake elevation time series

DOI10.1016/j.sigpro.2010.01.023zbMath1203.94053MaRDI QIDQ612642

Hu Sheng, Yang Quan Chen

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

zbMATH Keywords

Hurst parameter; stable distribution; FIGARCH; FARIMA; FARIMA with stable innovations; long-range dependent

Mathematics Subject Classification ID

94A12: Signal theory (characterization, reconstruction, filtering, etc.)

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Uses Software

• OxMetrics
• Ox
• longmemo

Cites Work

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