Let Y(n)=Σ i=0 ∞ ρ (i)ε (n-i), n = 1,2,... be a moving average process of infinite order where the innovations ε (k) are in the domain of attraction of a stable law with index α ∈ (0,2) and the ...

We have previously discussed the importance of estimating uncertainty in our measurements and incorporating it into data analysis 1. To know the extent to which we can generalize our observations, we ...

Investopedia contributors come from a range of backgrounds, and over 25 years there have been thousands of expert writers and editors who have contributed. Thomas J. Brock is a CFA and CPA with more ...

With the current interest in copula methods, and fat-tailed or other non-normal distributions, it is appropriate to investigate technologies for managing marginal distributions of interest. We explore ...