The modified Yule-Walker method for \(\alpha\)-stable time series models (Q1620393)
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scientific article; zbMATH DE number 6978896
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The modified Yule-Walker method for \(\alpha\)-stable time series models |
scientific article; zbMATH DE number 6978896 |
Statements
The modified Yule-Walker method for \(\alpha\)-stable time series models (English)
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13 November 2018
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covariation
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\(\alpha\)-stable distribution
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estimation
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Yule-Walker equations
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