Parameter estimation for ARMA models with infinite variance innovations

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

User: Guest

mediaTUM Content

University Bibliography

Electronic Examination Papers

Open Access Publikationen

Research Data

TUM.University Press

Collections

Projects

Institutions

TUM Board of Management

Academic Departments

Department of Mathematics

Examination Papers (398)

Department of Mathematics (3217)

M1 Optimization (Prof. Ulbrich)

M2 Numerical Mathematics (Prof. Wohlmuth)

M3 Scientific Computing (Prof. Bornemann)

Research group Mathematical Statistics (859)

Chair of Mathematical Statistics (Prof. Drton) (450)

Research group Prof. Drton (99)

Research group Prof. Klüppelberg (351)

Applied Mathematical Statistics (Prof. Czado) (144)

Examination Papers (270)

M5 Mathematical Physics (Prof. Spohn)

M6 Mathematical Modelling (Prof. Brokate)

M7 Analysis (Prof. Friesecke)

M8 Dynamical Systems (Prof. Scheurle)

M9 Applied Geometry and Discrete Mathematics (Prof. Gritzmann) (431)

M10 Geometry and Visualization (Prof. Richter-Gebert) (1)

M11 Algorithmic Algebra (Prof. Kemper)

M12 Biomathematics (Prof. Theis) (618)

M13 Mathematical Finance (Prof. Zagst) (1308)

M14 Probability Theory (Prof. Gantert, Prof. Steiger) (1)

M15 Other Professors (Prof. Fornasier)

M16 Numerische Methoden - IPP (Prof. Sonnendrücker)

M17 Optimalsteuerung (Prof. Vexler)

John von Neumann Gastprofessur

Ehemalige Einrichtungen

Fotos

Physics Department

TUM School of Governance

Department of Chemistry

TUM School of Management

TUM Department of Civil, Geo and Environmental Engineering

Department of Architecture

Faculty of Mechanical Engineering

Department of Electrical and Computer Engineering

Faculty of Informatics

Center of Life and Food Sciences Weihenstephan

TUM School of Medicine

Faculty of Sport and Health Science

TUM School of Education

Academic department Aerospace and Geodesy

TUM Campus Straubing für Biotechnologie und Nachhaltigkeit

Research Centers

Service Facilities

TUM Institute for LifeLong Learning

Partnerschaftliche Einrichtungen

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

BibTeX

Occurrences:

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