Inference for linear and nonlinear stable error processes via estimating functions (Q1931373)
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scientific article; zbMATH DE number 6130708
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference for linear and nonlinear stable error processes via estimating functions |
scientific article; zbMATH DE number 6130708 |
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Inference for linear and nonlinear stable error processes via estimating functions (English)
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25 January 2013
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AR model
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AR-ARCH model
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RCA model
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recursive on-line estimation
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sine and cosine estimating functions
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stable distribution
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