Parameter estimation for infinite variance fractional ARIMA (Q1354498)
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scientific article; zbMATH DE number 1006634
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for infinite variance fractional ARIMA |
scientific article; zbMATH DE number 1006634 |
Statements
Parameter estimation for infinite variance fractional ARIMA (English)
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6 October 1998
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stable distributions
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heavy tails
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fractional ARIMA time series
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long-range dependence
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consistency
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periodogram
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sample autocovariances
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infinite variance
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