scientific article; zbMATH DE number 934079
From MaRDI portal
Publication:4895037
zbMath0857.60032MaRDI QIDQ4895037
Publication date: 24 February 1997
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (13)
Fractional absolute moments of heavy tailed distributions ⋮ Mixed‐Norm Spaces and Prediction of SαS Moving Averages ⋮ On Uniqueness of Moving Average Representations of Heavy‐tailed Stationary Processes ⋮ Limit theorems for linear random fields with innovations in the domain of attraction of a stable law ⋮ Periodic moving averages of random variables with regularly varying tails ⋮ The integrated periodogram for long-memory processes with finite or infinite variance ⋮ Identification and validation of stable ARFIMA processes with application to UMTS data ⋮ On the prediction of \(p\)-stationary processes ⋮ Strictly stationary solutions of ARMA equations with fractional noise ⋮ Semi-parametric estimation of long-range dependence index in infinite variance time series. ⋮ Mathematical models for dynamics of molecular processes in living biological cells a single particle tracking approach ⋮ Best linear prediction for \(\alpha \)-stable random processes ⋮ Discrete time parametric models with long memory and infinite variance
This page was built for publication:
