Least tail-trimmed absolute deviation estimation for autoregressions with infinite/finite variance (Q1746546)
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scientific article; zbMATH DE number 6864481
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| English | Least tail-trimmed absolute deviation estimation for autoregressions with infinite/finite variance |
scientific article; zbMATH DE number 6864481 |
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Least tail-trimmed absolute deviation estimation for autoregressions with infinite/finite variance (English)
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25 April 2018
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asymptotics
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autoregressive process
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estimation
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financial data
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infinite variance
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0.8909088969230652
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0.8410941362380981
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0.8338329792022705
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0.8313156962394714
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