Guaranteed parameter estimation in a first order autoregressive progress with infinite variance (Q4500805)
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scientific article; zbMATH DE number 1496748
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Guaranteed parameter estimation in a first order autoregressive progress with infinite variance |
scientific article; zbMATH DE number 1496748 |
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Guaranteed parameter estimation in a first order autoregressive progress with infinite variance (English)
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7 December 2000
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asymptotically Pareto distribution
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prescribed precision
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autoregression parameter
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