10 citations · 42 across the 20 of their papers we have counts for
Showing stat.COShow all
2 papers · 1 filter
stat.CO2019
Estimation of the Parameters of Symmetric Stable ARMA and ARMA-GARCH Models
Aastha M. Sathe, N. S. Upadhye
In this article, we first propose the modified Hannan-Rissanen Method for estimating the parameters of the autoregressive moving average (ARMA) process with symmetric stable noise…
stat.CO2019
Estimation of the Parameters of Multivariate Stable Distributions
Aastha M. Sathe, Neelesh. S. Upadhye
In this paper, we begin our discussion with some of the well-known methods available in the literature for the estimation of the parameters of a univariate/multivariate stable dist…