Heavy tails of OLS (Q528137)

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Heavy tails of OLS
scientific article

    Statements

    title
    Heavy tails of OLS (English)
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    author
    Thomas Mikosch
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    Casper G. de Vries
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    publication date
    12 May 2017
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    zbMATH Keywords
    heavy tails
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    OLS estimator distribution
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    small sample inference
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    60G55
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    62J05
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    62M10
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    zbMATH DE Number
    6714809
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