Multivariate stable ARMA processes with time dependent coefficients

Metrika ◽  
2001 ◽  
Vol 54 (2) ◽  
pp. 131-138 ◽  
Author(s):  
M. Shelton Peiris ◽  
A. Thavaneswaran
1980 ◽  
Vol 41 (C1) ◽  
pp. C1-239-C1-240 ◽  
Author(s):  
Takayuki Kobayashi ◽  
Tetsuo Kitahara
Keyword(s):  

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