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Stable continuous-time autoregressive process driven by stable subordinator

  • Published:2016-02 Issue: Volume:444 Page:1012-1026
  • ISSN:0378-4371
  • Container-title:Physica A: Statistical Mechanics and its Applications
  • language:en
  • Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Wyłomańska Agnieszka,Gajda Janusz

Funder

NCN

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference53 articles.

1. Time Series: Theory and Methods;Brockwell,1991

2. Measures of Dependence for Stable AR(1) Models with Time-Varying Coefficients

3. Periodic autoregressive modeling of vibration time series from planetary gearbox used in bucket wheel excavator;Wyłomańska,2014

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