Thavaneswaran A.

A. Thavaneswaran

Information about the author A. Thavaneswaran will soon be added to the site.
Found 4 papers in total
A note on filtering for long memory processes
A note on filtering for long memory processes
2001
This paper illustrates the use of quasilikelihood methods of inference for a class of...
Inference for some time series models with random coefficients and infinite variance innovations
Inference for some time series models with random coefficients and infinite variance innovations
2001
Infinite variance processes have attracted growing interest in recent years due to...
Recursive estimation for regression with infinite variance fractional ARIMA noise
Recursive estimation for regression with infinite variance fractional ARIMA noise
2001
Recently, there has been a growing interest in modeling financial time series using...
Multivariate stable ARMA processes with time dependent coefficients
Multivariate stable ARMA processes with time dependent coefficients
2001
This paper considers the class of m -variate autoregressive moving average (ARMA)...
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