Statistical inference in regression with heavy-tailed integrated variables (Q1600535)
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scientific article; zbMATH DE number 1755434
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| English | Statistical inference in regression with heavy-tailed integrated variables |
scientific article; zbMATH DE number 1755434 |
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Statistical inference in regression with heavy-tailed integrated variables (English)
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13 June 2002
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infinite variance
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financial modeling
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cointegration
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integrated variables
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0.9162748
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0.9151318
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0.8998757
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0.8889976
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0.87856483
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0.8769174
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0.8749698
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0.8737381
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