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
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    infinite variance
    0 references
    financial modeling
    0 references
    cointegration
    0 references
    integrated variables
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references