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1 Ergebnisse
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Whittle parameter estimation for vector ARMA models with he..:
She, Rui
;
Mi, Zichuan
;
Ling, Shiqing
Journal of Statistical Planning and Inference. 219 (2022) - p. 216-230 , 2022
Link:
https://doi.org/10.1016/j.jspi.2021.12.003
RT Journal T1 <Title>Whittle parameter estimation for vector ARMA models with heavy-tailed noises</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.jspi.2021.12.003&Exemplar=1&LAN=DE A1 She, Rui A1 Mi, Zichuan A1 Ling, Shiqing PB Elsevier BV YR 2022 SN 0378-3758 JF Journal of Statistical Planning and Inference VO 219 SP 216 OP 230 LK http://dx.doi.org/https://doi.org/10.1016/j.jspi.2021.12.003 DO https://doi.org/10.1016/j.jspi.2021.12.003 SF ELIB - SuUB Bremen
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