Estimation of the Parameters of the Moving Average in the Case of Infinite Variance (Q3200433)
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scientific article; zbMATH DE number 4176289
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| English | Estimation of the Parameters of the Moving Average in the Case of Infinite Variance |
scientific article; zbMATH DE number 4176289 |
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Estimation of the Parameters of the Moving Average in the Case of Infinite Variance (English)
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1989
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infinite variance consistency
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residuals
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consistent estimates
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moving average
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robustness
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