Estimation of the Parameters of the Moving Average in the Case of Infinite Variance (Q3200433)

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Estimation of the Parameters of the Moving Average in the Case of Infinite Variance
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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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