Statistical inference in regression with heavy-tailed integrated variables (Q1600535)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Statistical inference in regression with heavy-tailed integrated variables |
scientific article |
Statements
Statistical inference in regression with heavy-tailed integrated variables (English)
0 references
13 June 2002
0 references
infinite variance
0 references
financial modeling
0 references
cointegration
0 references
integrated variables
0 references
0 references
0 references