On convergence of LAD estimates in autoregression with infinite variance (Q1838012): Difference between revisions

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Latest revision as of 17:29, 13 June 2024

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On convergence of LAD estimates in autoregression with infinite variance
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    On convergence of LAD estimates in autoregression with infinite variance (English)
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    1982
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    convergence of LAD estimates
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    infinite variance
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    least absolute deviation estimates
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    stationary autoregressive model
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    domain of attraction
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    stable law
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