Innovations algorithm for periodically stationary time series
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Publication:1613633
DOI10.1016/S0304-4149(99)00027-7zbMath0995.62082MaRDI QIDQ1613633
Aldo V. Vecchia, Mark M. Meerschaert, Paul L. Anderson
Publication date: 29 August 2002
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
regular variationheavy tailsinnovations algorithmperiodically stationary seriesYule-Walker estimates
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