Work

Parameter Estimation for ARMA Models with Infinite Variance Innovations

Year: 1993

Type: report

Source: Defense Technical Information Center (DTIC)

DOI: 10.21236/ada275125

Authors: Thomas Mikosch, Tamar Gadrich, Claudia Kluppelberg, Robert J. Adler

Institution: University of Groningen

Language: English

Topic: Statistical and numerical algorithms

Subfield: Applied Mathematics

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed

OpenAlex ID: W4231127904

Cites:

Cited by: 9

Related to: 10