Nonparametric regression under dependent errors with infinite variance (Q1881005)
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scientific article; zbMATH DE number 2103651
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric regression under dependent errors with infinite variance |
scientific article; zbMATH DE number 2103651 |
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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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