What is it about?
Use of stable and tempered distributions in the estimation of locally stationary ARMA models
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Why is it important?
Add new techniques for the estimation of such models
Perspectives
Reach audience of researchers interested in this topic
Professor Pedro A Morettin
Universidade de Sao Paulo Campus da Capital
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This page is a summary of: A two-step estimation procedure for locally stationary ARMA processes with tempered stable innovations, Brazilian Journal of Probability and Statistics, March 2023, Institute of Mathematical Statistics,
DOI: 10.1214/23-bjps565.
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