Asymptotic Self-Similarity and Wavelet Estimation for Long-Range Dependent Fractional Autoregressive Integrated Moving Average Time Series with Stable Innovations
Year of publication: |
2005
|
---|---|
Authors: | Stoev, Stilian ; Taqqu, Murad S. |
Publisher: |
[S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | ARMA-Modell | ARMA model |
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