On convergence of LAD estimates in autoregression with infinite variance (Q1838012)
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scientific article; zbMATH DE number 3802697
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| English | On convergence of LAD estimates in autoregression with infinite variance |
scientific article; zbMATH DE number 3802697 |
Statements
On convergence of LAD estimates in autoregression with infinite variance (English)
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1982
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convergence of LAD estimates
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infinite variance
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least absolute deviation estimates
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stationary autoregressive model
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domain of attraction
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stable law
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