Tempered stable autoregressive models (Q6060915)
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scientific article; zbMATH DE number 7772223
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tempered stable autoregressive models |
scientific article; zbMATH DE number 7772223 |
Statements
Tempered stable autoregressive models (English)
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29 November 2023
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positive tempered stable distribution
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autoregressive time-series model
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complex inversion of Laplace transforms
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estimation
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infinite divisibility
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