On convergence of LAD estimates in autoregression with infinite variance (Q1838012): Difference between revisions
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Property / author: Hong-Zhi An / rank | |||
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Property / cites work: An $L^p$-Convergence Theorem / rank | |||
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Property / cites work: Least absolute deviation estimates in autoregression with infinite variance / rank | |||
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Property / cites work: Asymptotic behavior of least-squares estimates for autoregressive processes with infinite variances / rank | |||
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Latest revision as of 17:29, 13 June 2024
scientific article
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English | 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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