Model identification for infinite variance autoregressive processes
type: Item
instance of: scholarly article
title: Model identification for infinite variance autoregressive processes
zbMATH Open document ID: 1443.62239
author: Beth Andrews
author: Richard A. Davis
published in: Journal of Econometrics
publication date: 2017-05-12T00:00:00Z
full work available at URL: S0304407612001935
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 60E07
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6714810
zbMATH Keywords: Akaike's information criterion
zbMATH Keywords: all-pass models
zbMATH Keywords: autoregressive processes
zbMATH Keywords: infinite variance
zbMATH Keywords: noncausal
describes a project that uses: STABLE
describes a project that uses: SYMSTB
MaRDI profile type: Publication
OpenAlex ID: W2003904029
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DOI: 10.1016/J.JECONOM.2012.08.009
description: scientific article; zbMATH DE number 6714810