Aggregation of random-coefficient AR(1) process with infinite variance and common innovations (Q847911)
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scientific article; zbMATH DE number 5673474
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Aggregation of random-coefficient AR(1) process with infinite variance and common innovations |
scientific article; zbMATH DE number 5673474 |
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Aggregation of random-coefficient AR(1) process with infinite variance and common innovations (English)
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19 February 2010
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aggregation of AR(1) process
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infinite variance
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stable distribution
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long memory
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fractional Lévy motion
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sample Allen variance
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