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20142022
most citedAn empirical likelihood approach for symmetric -stable processes

7 citations · 7 across the 3 of their papers we have counts for

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math.ST2022

Inference for Non-Stationary Heavy Tailed Time Series

Fumiya Akashi, Konstantinos Fokianos, Junichi Hirukawa

We consider the problem of inference for non-stationary time series with heavy-tailed error distribution. Under a time-varying linear process framework we show that there exists a…