Pages that link to "Item:Q4299019"
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The following pages link to INFINITE VARIANCE STABLE ARMA PROCESSES (Q4299019):
Displaying 25 items.
- Properties of spectral covariance for linear processes with infinite variance (Q406614) (← links)
- Estimating the codifference function of linear time series models with infinite variance (Q537535) (← links)
- Testing for independence in heavy-tailed time series using the codifference function (Q961960) (← links)
- New classes of self-similar symmetric stable random fields (Q1332400) (← links)
- Periodic moving averages of random variables with regularly varying tails (Q1359424) (← links)
- Discrete time parametric models with long memory and infinite variance (Q1596879) (← links)
- Seasonal FIEGARCH processes (Q1615155) (← links)
- Simultaneous quantile inference for non-stationary long-memory time series (Q1708990) (← links)
- Codifference as a practical tool to measure interdependence (Q1783336) (← links)
- A characterization of mixing processes of type G (Q1908202) (← links)
- Fractional ARIMA with stable innovations (Q1909951) (← links)
- Infinite variance stable moving averages with long memory (Q1922360) (← links)
- Series representation of jointly \(S \alpha S\) distribution via symmetric covariations (Q2046908) (← links)
- Spectral covariance and limit theorems for random fields with infinite variance (Q2374405) (← links)
- Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations (Q2692927) (← links)
- The<i>k</i>-factor GARMA Process with Infinite Variance Innovations (Q2809616) (← links)
- Modeling anomalous diffusion by a subordinated fractional Lévy-stable process (Q3301617) (← links)
- Strong orthogonal decompositions and non-linear impulse response functions for infinite-variance processes (Q3417684) (← links)
- Mixed‐Norm Spaces and Prediction of S<i>α</i>S Moving Averages (Q3452745) (← links)
- Indirect inference for locally stationary ARMA processes with stable innovations (Q5033462) (← links)
- Fractional Lévy stable motion time-changed by gamma subordinator (Q5077957) (← links)
- Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models (Q5220905) (← links)
- Continuous processes derived from the solution of generalized Langevin equation: theoretical properties and estimation (Q5221500) (← links)
- Inference for some time series models with random coefficients and infinite variance innovations (Q5936766) (← links)
- An inner-outer factorization in \(\ell^{p}\) with applications to ARMA processes (Q5962563) (← links)
