This is a preview. Log in through your library . Abstract Assume that observations are generated from an infinite-order autoregressive [AR(∞)] process. Shibata [Ann. Statist. 8 (1980) 147-164] ...

Suppose {X n} is a pth order autoregressive process with innovations in the domain of attraction of a stable law and the true order p unknown. The estimate p̂ of p is chosen to minimize Akaike's ...

Continuous-Time Autoregressive Moving Average (CARMA) processes extend the classical discrete-time ARMA framework to continuous time, offering a flexible modelling approach for phenomena where ...

Thomas J Catalano is a CFP and Registered Investment Adviser with the state of South Carolina, where he launched his own financial advisory firm in 2018. Thomas' experience gives him expertise in a ...