An exponential-squared estimator in the autoregressive model with heavy-tailed errors (Q1747582)

From MaRDI portal
scientific article
Language Label Description Also known as
English
An exponential-squared estimator in the autoregressive model with heavy-tailed errors
scientific article

    Statements

    An exponential-squared estimator in the autoregressive model with heavy-tailed errors (English)
    0 references
    0 references
    8 May 2018
    0 references
    exponential squared loss
    0 references
    heavy-tailed distribution
    0 references

    Identifiers