Parameter estimation for a misspecified ARMA model with infinite variance innovations

Title:: Parameter estimation for a misspecified ARMA model with infinite variance innovations
Document type:: Zeitschriftenaufsatz
Author(s):: Klüppelberg, C., and Mikosch, T.
Journal title:: Journal of Mathematical Sciences
Year:: 1996
Journal volume:: 78
Journal issue:: 1
Pages contribution:: 60-65
Reviewed:: ja
Language:: en
Fulltext / DOI:: doi:10.1007/BF02367956
WWW:: Journal of Mathematical Sciences
Status:: Erstveröffentlichung
TUM Institution:: Lehrstuhl für Mathematische Statistik
Format:: Text
BibTeX

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