Trimmed stable AR(1) processes (Q404137)
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scientific article; zbMATH DE number 6339487
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Trimmed stable AR(1) processes |
scientific article; zbMATH DE number 6339487 |
Statements
Trimmed stable AR(1) processes (English)
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4 September 2014
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trimming
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heavy tails
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asymptotic normality
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autoregressive(1) processes
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CUSUM processes
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0.9460034
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0.89500886
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0.88628286
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0.8692817
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