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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    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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