Inference for some time series models with random coefficients and infinite variance innovations (Q5936766): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 00:43, 5 March 2024
scientific article; zbMATH DE number 1614933
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference for some time series models with random coefficients and infinite variance innovations |
scientific article; zbMATH DE number 1614933 |
Statements
Inference for some time series models with random coefficients and infinite variance innovations (English)
0 references
8 July 2001
0 references
stable distributions
0 references
heavy-tails
0 references
random coefficients
0 references
autoregressive
0 references
dispersion
0 references
least absolute deviation
0 references
time series
0 references
