The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1

From MaRDI portal
Publication:6134391

DOI10.1007/s42952-022-00191-3arXiv2308.11293OpenAlexW4307027646MaRDI QIDQ6134391

No author found.

Publication date: 25 July 2023

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2308.11293






Cites Work


This page was built for publication: The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1