Parameter Estimation for ARMA Models with Infinite Variance Innovations
- 期刊名称The Annals of Statistics
- 作者Thomas Mikosch, Tamar Gadrich, Claudia Kluppelberg and Robert J. Adler
- 卷第23卷
- 期第1期
- 印刷ISSN0090-5364
- 文件大小1453.16KB
- 发表时间1995-02
- DOI10.2307/2242413
- 页码305-326
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