On convergence of LAD estimates in autoregression with infinite variance (Q1838012): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On convergence of LAD estimates in autoregression with infinite variance |
scientific article |
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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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