Parameter estimation for ARMA models with infinite variance innovations

Mikosch, T., Gadrich, T., Klüppelberg, C.,; Adler, R.J.

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mediaTUM GesamtbestandEinrichtungenFakultätenFakultät für MathematikZentrum MathematikArbeitsgruppe Mathematische StatistikMathematische Statistik (Prof. Drton)Arbeitsgruppe Prof. Klüppelberg

Document type:

Zeitschriftenaufsatz

Author(s):

Mikosch, T., Gadrich, T., Klüppelberg, C., and Adler, R.J.

Title:

Parameter estimation for ARMA models with infinite variance innovations

Journal title:

Annals of Statistics

Year:

1995

Journal volume:

Journal issue:

Pages contribution:

305-326

Reviewed:

Language:

Fulltext / DOI:

doi:10.1214/aos/1176324469

WWW:

Annals of Statistics

Status:

Erstveröffentlichung

TUM Institution:

Lehrstuhl für Mathematische Statistik

Format:

Text

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Occurrences:

mediaTUM Gesamtbestand Einrichtungen Fakultäten Fakultät für Mathematik Zentrum Mathematik Arbeitsgruppe Mathematische Statistik Mathematische Statistik (Prof. Drton)Arbeitsgruppe Prof. Klüppelberg