On uniqueness of moving average representations of heavy-tailed stationary processes
Year of publication: |
2014-03-31
|
---|---|
Authors: | Gouriéroux, Christian ; Zakoian, Jean-Michel |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | $\alpha$-stable distribution | Domain of attraction | Infinite moving average | Linear process | Mixed causal/noncausal process | Nonparametric identification | Unobserved component model |
-
Hu, Yingyao, (2015)
-
Hu, Yingyao, (2015)
-
Asymptotic theory for partly linear models
Gao, Jiti, (1994)
- More ...
-
Explosive Bubble Modelling by Noncausal Process
Gouriéroux, Christian, (2013)
-
Gouriéroux, Christian, (2012)
-
Francq, Christian, (2008)
- More ...