Nonparametric regression under dependent errors with infinite variance (Q1881005)

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Nonparametric regression under dependent errors with infinite variance
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    Nonparametric regression under dependent errors with infinite variance (English)
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    27 September 2004
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    ARMA
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    fractional ARIMA
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    heavy tail
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    least absolute deviation estimation
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    long memory
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    median
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    stable distribution
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    time series
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