Prediction and nonparametric estimation for time series with heavy tails (Q4431622)
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scientific article; zbMATH DE number 1995756
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| English | Prediction and nonparametric estimation for time series with heavy tails |
scientific article; zbMATH DE number 1995756 |
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Prediction and nonparametric estimation for time series with heavy tails (English)
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22 October 2003
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ARMA model
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conditional mean
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least absolute deviation estimation
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local-linear regression
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rho-mixing
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strong mixing
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stable distribution
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