Tempered stable autoregressive models

DOI10.1080/03610926.2022.2092145arXiv2106.03187OpenAlexW3171938249MaRDI QIDQ6060915

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Publication date: 29 November 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.03187

zbMATH Keywords

estimationinfinite divisibilitypositive tempered stable distributionautoregressive time-series modelcomplex inversion of Laplace transforms

Mathematics Subject Classification ID

Point estimation (62F10) Stationary stochastic processes (60G10) General second-order stochastic processes (60G12) Laplace transform (44A10)

Cites Work

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