The following pages link to Heavy tails of OLS (Q528137):
Displayed 4 items.
- Whittle parameter estimation for vector ARMA models with heavy-tailed noises (Q2123267) (← links)
- TAIL DEPENDENCE OF OLS (Q5071685) (← links)
- Time series estimation of the dynamic effects of disaster-type shocks (Q6163275) (← links)
- GTL regression: a linear model with skewed and thick-tailed disturbances (Q6172587) (← links)