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

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Least tail-trimmed squares for infinite variance autoregressions
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    title
    Least tail-trimmed squares for infinite variance autoregressions (English)
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    DOI
    10.1111/jtsa.12005
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    author
    Jonathan B. Hill
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    publication date
    9 October 2013
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    Mathematics Subject Classification ID
    62F35
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    62M10
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    62P05
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    zbMATH DE Number
    6214213
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    zbMATH Keywords
    least squares
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    tail trimming
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    heavy tails
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    robust inference
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