M-estimation for general ARMA processes with infinite variance
type: Item
instance of: scholarly article
zbMATH Open document ID: 1364.62229
author: Rongning Wu
published in: Scandinavian Journal of Statistics
publication date: 2013-10-09T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 60E07
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62G09
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6214396
zbMATH Keywords: ARMA process
zbMATH Keywords: bootstrap
zbMATH Keywords: infinite variance
zbMATH Keywords: M-estimation
zbMATH Keywords: non-causality
zbMATH Keywords: non-invertibility
zbMATH Keywords: stable distribution
zbMATH Keywords: time series
MaRDI profile type: Publication
full work available at URL: sjos.12003
OpenAlex ID: W1515271746
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DOI: 10.1002/SJOS.12003
title: M-estimation for general ARMA processes with infinite variance
description: scientific article; zbMATH DE number 6214396