Least tail-trimmed squares for infinite variance autoregressions (Q2852489)

From MaRDI portal
Revision as of 16:05, 21 August 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Least tail-trimmed squares for infinite variance autoregressions
scientific article

    Statements

    Least tail-trimmed squares for infinite variance autoregressions (English)
    0 references
    0 references
    9 October 2013
    0 references
    least squares
    0 references
    tail trimming
    0 references
    heavy tails
    0 references
    robust inference
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references