Consistency for least squares regression estimators with infinite variance data (Q1822869): Difference between revisions

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+https://doi.org/10.1016/0378-3758(89)90087-6
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+End-of-Sample Instability Tests
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+A uniform weak law of large numbers under π‐mixing with application to nonlinear least squares estimation
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+Q4726487
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+Q5525727
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+An asymptotic theory for weighted least-squares with weights estimated by replication
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+Correction
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+Convolution tails, product tails and domains of attraction
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+Joint stable attraction of two sums of products
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+Limit theory for moving averages of random variables with regularly varying tail probabilities
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+More limit theory for the sample correlation function of moving averages
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+Limit theory for the sample covariance and correlation functions of moving averages
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+Q3860550
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+Q5633348
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+Autoregressive processes with infinite variance
@@ Property / cites work: Autoregressive processes with infinite variance / rank @@
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+Robust Statistics
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+Regression and autoregression with infinite variance
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+A Theorem on Products of Random Variables, With Application to Regression
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+Asymptotic behavior of general M-estimates for regression and scale with random carriers
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+Asymptotic behavior of least-squares estimates for autoregressive processes with infinite variances
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+Publication:1822869