Pages that link to "Item:Q2740038"
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The following pages link to Can one use the Durbin-Levinson algorithm to generate infinite variance fractional ARIMA time series? (Q2740038):
Displaying 7 items.
- Bootstrap tests for structural change with infinite variance observations (Q731938) (← links)
- The spurious regression of AR(\(p\)) infinite-variance sequence in the presence of structural breaks (Q1615082) (← links)
- Szegő's theorem and its probabilistic descendants (Q1950169) (← links)
- Subsampling the mean of heavy‐tailed dependent observations (Q4828178) (← links)
- Tempered fractionally integrated process with stable noise as a transient anomalous diffusion model (Q5049923) (← links)
- Estimation of hurst parameter and minimum variance spectrum (Q5204427) (← links)
- Burn-in selection in simulating stationary time series (Q6554246) (← links)