Robustness of the autoregressive spectral estimate for linear processes with infinite variance (Q4221686)
From MaRDI portal
scientific article; zbMATH DE number 1228428
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustness of the autoregressive spectral estimate for linear processes with infinite variance |
scientific article; zbMATH DE number 1228428 |
Statements
Robustness of the autoregressive spectral estimate for linear processes with infinite variance (English)
0 references
27 April 2000
0 references
stable law
0 references
innovations outliers
0 references
time series
0 references
