Estimation of the parameters of vector autoregressive moving average (VARMA) time series model with symmetric stable noise
Crossref DOI link: https://doi.org/10.1007/s12572-021-00307-8
Published Online: 2021-08-24
Published Print: 2021-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Sathe, Aastha M.
Chowdhury, Raju
Upadhye, N. S. http://orcid.org/0000-0003-0537-4928
Funding for this research was provided by:
Indian Institute of Technology Madras (SB20210848MAMHRD008558)
Text and Data Mining valid from 2021-08-24
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Article History
Accepted: 3 August 2021
First Online: 24 August 2021