Guaranteed parameter estimation in a first order autoregressive progress with infinite variance (Q4500805): Difference between revisions

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Property / author: Victor Konev / rank
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Property / author: Alain Le Breton / rank
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Property / full work available at URL: https://doi.org/10.1080/07474940008836438 / rank
 
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Latest revision as of 13:27, 30 May 2024

scientific article; zbMATH DE number 1496748
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English
Guaranteed parameter estimation in a first order autoregressive progress with infinite variance
scientific article; zbMATH DE number 1496748

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    Guaranteed parameter estimation in a first order autoregressive progress with infinite variance (English)
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    7 December 2000
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    asymptotically Pareto distribution
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    prescribed precision
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    autoregression parameter
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