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FARIMA with stable innovations model of Great Salt Lake elevation time series - MaRDI portal

FARIMA with stable innovations model of Great Salt Lake elevation time series (Q612642)

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scientific article; zbMATH DE number 5830282
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FARIMA with stable innovations model of Great Salt Lake elevation time series
scientific article; zbMATH DE number 5830282

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    FARIMA with stable innovations model of Great Salt Lake elevation time series (English)
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    29 December 2010
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    Hurst parameter
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    long-range dependent
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    stable distribution
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    FARIMA
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    FIGARCH
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    FARIMA with stable innovations
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