Least tail-trimmed squares for infinite variance autoregressions (Q2852489)
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scientific article; zbMATH DE number 6214213
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Least tail-trimmed squares for infinite variance autoregressions |
scientific article; zbMATH DE number 6214213 |
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Least tail-trimmed squares for infinite variance autoregressions (English)
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9 October 2013
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least squares
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tail trimming
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heavy tails
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robust inference
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0.8909088969230652
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0.837334156036377
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0.821072518825531
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0.8063835501670837
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0.8052842617034912
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