Abstract
The class of linear stable processes is considered and a review of the literature focusing on the behaviour of the standard techniques for model selection, spectral analysis and parameter estimation for this class of processes is given.
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Bhansali, R.J. (1996). Recent Developments in Analysis of Time Series with Infinite Variance: A Review. In: Robinson, P.M., Rosenblatt, M. (eds) Athens Conference on Applied Probability and Time Series Analysis. Lecture Notes in Statistics, vol 115. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-2412-9_4
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DOI: https://doi.org/10.1007/978-1-4612-2412-9_4
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