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scientific article; zbMATH DE number 1165678 - MaRDI portal

scientific article; zbMATH DE number 1165678

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Publication:4396385

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zbMath0893.62089MaRDI QIDQ4396385

Joop Mijnheer

Publication date: 14 June 1998

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stable processes stochastic integrals least squares estimation AR(1)-models

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes (60J99)

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