𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Discrete time parametric models with long memory and infinite variance

✍ Scribed by P.S. Kokoszka; M.S. Taqqu

Book ID
118590152
Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
876 KB
Volume
29
Category
Article
ISSN
0895-7177

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Inference for some time series models wi
Inference for some time series models with random coefficients and infinite variance innovations
✍ A. Thavaneswaran; S. Peiris πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 485 KB

infinite variance processes have attracted growing interest in recent years due to its applications in many areas of statistics. For example, ARIMA time series models with infinite variance innovations are widely used in financial modelling. However, little attention has been paid to incorporate inf

Forecasting Temperature Indices Density
Forecasting Temperature Indices Density with Time-Varying Long-Memory Models
✍ Massimiliano Caporin; Juliusz PreΕ› πŸ“‚ Article πŸ“… 2011 πŸ› John Wiley and Sons 🌐 English βš– 244 KB πŸ‘ 1 views

## ABSTRACT The hedging of weather risks has become extremely relevant in recent years, promoting the diffusion of weather‐derivative contracts. The pricing of such contracts requires the development of appropriate models for the prediction of the underlying weather variables. Within this framework