Discrete time parametric models with long memory and infinite variance

Mathematical and Computer Modelling

Volumn 29, Issue 10-12, 1999, Pages 203-215

  Kokoszka, P S ^a   Taqqu, M S ^b  

^a UNIVERSITY OF LIVERPOOL   (United Kingdom)

^b Boston University   (United States)

Author keywords

Heavy tails; Moving averages; Stable processes; Whittle estimator

Indexed keywords

EID: 0033133978     PISSN: 08957177     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0895-7177(99)00103-X     Document Type: Article

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