Prediction and nonparametric estimation for time series with heavy tails (Q4431622): Difference between revisions

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Latest revision as of 12:00, 6 June 2024

scientific article; zbMATH DE number 1995756
Language Label Description Also known as
English
Prediction and nonparametric estimation for time series with heavy tails
scientific article; zbMATH DE number 1995756

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    Prediction and nonparametric estimation for time series with heavy tails (English)
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    22 October 2003
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    ARMA model
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    conditional mean
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    least absolute deviation estimation
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    local-linear regression
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    rho-mixing
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    strong mixing
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    stable distribution
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