Estimating the codifference function of linear time series models with infinite variance
Year of publication: |
2011
|
---|---|
Authors: | Rosadi, Dedi ; Deistler, Manfred |
Published in: |
Metrika. - Springer. - Vol. 73.2011, 3, p. 395-429
|
Publisher: |
Springer |
Subject: | ARMA | Infinite variance | Codifference | Empirical characteristic function |
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