A note on nonstationary ARMA processes with infinite variance
- Author
- NASSIUMA, D
Univ. Manitoba, dep. statistics, Winnipeg MB R3T 2N2, Canada - Source
Communications in statistics. Theory and methods. 1991, Vol 20, Num 5-6, pp 1821-1826 ; ref : 6 ref
- CODEN
- CSTMDC
- ISSN
- 0361-0926
- Scientific domain
- Mathematics
- Publisher
- Taylor & Francis, Philadelphia, PA
- Publication country
- United States
- Document type
- Article
- Language
- English
- Keyword (fr)
- Espace Banach Loi normale Loi stable Modèle ARMA Processus non stationnaire Prévision statistique Série temporelle Erreur prévision Prévision linéaire h-pas Variance infinie
- Keyword (en)
- Banach space Gaussian distribution Stable law ARMA model Non stationary process Statistical forecasting Time series
- Keyword (es)
- Espacio Banach Curva Gauss Ley estable Modelo ARMA Proceso no estacionario Previsión estadística Serie temporal
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02M Inference from stochastic processes; time series analysis
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 5206694
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1080/03610929108830599 
https://dx.doi.org/10.1080/03610929108830599
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