An exponential-squared estimator in the autoregressive model with heavy-tailed errors (Q1747582)
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scientific article; zbMATH DE number 6866933
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| English | An exponential-squared estimator in the autoregressive model with heavy-tailed errors |
scientific article; zbMATH DE number 6866933 |
Statements
An exponential-squared estimator in the autoregressive model with heavy-tailed errors (English)
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8 May 2018
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exponential squared loss
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heavy-tailed distribution
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0.7683231234550476
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0.7627647519111633
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0.747551679611206
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0.7449289560317993
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0.7436103224754333
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