Guaranteed parameter estimation in a first order autoregressive progress with infinite variance
Author:
Publisher
Informa UK Limited
Subject
Modelling and Simulation,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/07474940008836438
Reference24 articles.
1. Convergence of Quadratic Forms in $p$-Stable Random Variables and $\theta_p$-Radonifying Operators
2. Cambanis, S and Samorodnitsky, G. 1991. “Stable Processes and Related Topics”. Edited by: Taqqu, M. S. Birkhäuser, Basel
3. On the First-Order Autoregressive Process with Infinite Variance
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