On Quotients of Moving Average Processes with Infinite Mean

DOI10.2307/2041620zbMath0366.60032OpenAlexW4236837692MaRDI QIDQ4142396

Marek Kanter

Publication date: 1976

Full work available at URL: https://doi.org/10.2307/2041620

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Strong limit theorems (60F15)

Related Items (2)

RATE OF CONVERGENCE OF CENTRED ESTIMATES OF AUTOREGRESSIVE PARAMETERS FOR INFINITE VARIANCE AUTOREGRESSIONS ⋮ Semi-parametric estimation of a stationary, non-necessary causal AR(P) process with infinite variance

Cites Work

• Regression and autoregression with infinite variance
• A Note on Sums of Independent Random Variables with Infinite First Moment
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