Back to Search
Start Over
Non-stationary autoregressive processes with infinite variance
- Source :
- Journal of Time Series Analysis. 33:916-934
- Publication Year :
- 2012
- Publisher :
- Wiley, 2012.
-
Abstract
- Consider an AR(p) process , where {ɛt} is a sequence of i.i.d. random variables lying in the domain of attraction of a stable law with index 0
Details
- ISSN :
- 01439782
- Volume :
- 33
- Database :
- OpenAIRE
- Journal :
- Journal of Time Series Analysis
- Accession number :
- edsair.doi...........1a0f008730c0ddee23a02113edd29ee7