Parameter estimation for ARMA models with infinite variance innovations (Q1895361)
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scientific article; zbMATH DE number 786216
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for ARMA models with infinite variance innovations |
scientific article; zbMATH DE number 786216 |
Statements
Parameter estimation for ARMA models with infinite variance innovations (English)
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18 October 1995
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difference equation
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consistency
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stable innovations
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ARMA process
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domain of attraction of a stable law
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Whittle estimator
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sample periodogram
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