Smoothed estimates for models with random coefficients and infinite variance innovations (Q1765004)
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scientific article; zbMATH DE number 2137092
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| English | Smoothed estimates for models with random coefficients and infinite variance innovations |
scientific article; zbMATH DE number 2137092 |
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Smoothed estimates for models with random coefficients and infinite variance innovations (English)
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22 February 2005
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Stable distributions
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Least absolute deviation
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Smoothed estimates
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Heavy tails
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Random coefficients
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Infinite variance
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Autoregressive
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Dispersion
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0.9207689166069032
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0.9207689166069032
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0.8026148676872253
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0.8026148676872253
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