Thek-factor GARMA Process with Infinite Variance Innovations

DOI10.1080/03610918.2013.824095zbMath1339.65019OpenAlexW2081514514MaRDI QIDQ2809616

Mor Ndongo, Abdou Kâ Diongue

Publication date: 30 May 2016

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2013.824095

zbMATH Keywords

long memorystable distributionsGegenbauer polynomialWhittle estimationMarkov chains Monte Carloconditional sum squares

Mathematics Subject Classification ID

Related Items (1)

Inference for estimators of generalized long memory processes

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