INFINITE VARIANCE STABLE ARMA PROCESSES (Q4299019)
From MaRDI portal
scientific article; zbMATH DE number 598006
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | INFINITE VARIANCE STABLE ARMA PROCESSES |
scientific article; zbMATH DE number 598006 |
Statements
INFINITE VARIANCE STABLE ARMA PROCESSES (English)
0 references
19 January 1995
0 references
asymptotic dependence
0 references
alpha-stable innovations
0 references
ARMA(p,q) process
0 references
dependence structure
0 references
characteristic function
0 references
covariance
0 references
stable non- anticipating ARMA process
0 references
exponentially decaying function
0 references
exact asymptotic behavior
0 references
