Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations
type: Item
instance of: scholarly article
title: Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations
zbMATH Open document ID: 1091.62087
author: Murad S. Taqqu
author: Stilian Stoev
published in: Journal of Time Series Analysis
publication date: 2006-05-24T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 5026129
zbMATH Keywords: FARIMA
zbMATH Keywords: stable distribution
zbMATH Keywords: self-similarity parameter
zbMATH Keywords: asymptotic normality
MaRDI profile type: MaRDI publication profile
full work available at URL: j.1467-9892.2005.00399.x
OpenAlex ID: W2163196507
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DOI: 10.1111/J.1467-9892.2005.00399.X
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description: scientific article; zbMATH DE number 5026129