Pages that link to "Item:Q1922360"
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The following pages link to Infinite variance stable moving averages with long memory (Q1922360):
Displaying 8 items.
- Properties of spectral covariance for linear processes with infinite variance (Q406614) (← links)
- Discrete time parametric models with long memory and infinite variance (Q1596879) (← links)
- A characterization of mixing processes of type G (Q1908202) (← links)
- Fast Bayesian estimation for VARFIMA processes with stable errors (Q2324133) (← links)
- Strong orthogonal decompositions and non-linear impulse response functions for infinite-variance processes (Q3417684) (← links)
- Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations (Q5467602) (← links)
- SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM (Q5719311) (← links)
- Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data (Q5861006) (← links)
