Estimation for regression with infinite variance errors (Q1596877): Difference between revisions

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+Nonparametric estimation for some nonlinear models
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+"Infinite Variance" and Research Strategy in Time Series Analysis
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+Fractional ARIMA with stable innovations
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+Q5512461
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+Least absolute deviation estimates in autoregression with infinite variance
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+Asymptotic behavior of least-squares estimates for autoregressive processes with infinite variances
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+Autoregressive processes with infinite variance
@@ Property / cites work: Autoregressive processes with infinite variance / rank @@
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+Estimation of the Parameters of the Moving Average in the Case of Infinite Variance
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+Some Results on Non Stationary First Order Autoregression
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+A note on the properties of some nonstationary ARMA processes
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+ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS
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+A note on Model Reference Adaptive System (MRAS) estimate with infinite variance
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+Minimum error dispersion linear filtering of scalar symmetric stable processes
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