Time series with infinite variance
Partner: T. Mikosch (Niederlande)
Kurzfassung
Nicht verfügbar
Veröffentlichungen
- Klüppelberg, Claudia; Mikosch, Thomas
- Gaussian limit fields for the integrated periodogram
- Mikosch, Thomas; Klüppelberg, Claudia
- On strong consistency of estimators for infinite variance time series
- Mikosch, Thomas; Gadrich, Tamar; Klüppelberg, Claudla et al.
- Parameter estimation for ARMA models with infinite variance innovations
