Inference for some time series models with random coefficients and infinite variance innovations (Q5936766)
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scientific article; zbMATH DE number 1614933
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| English | Inference for some time series models with random coefficients and infinite variance innovations |
scientific article; zbMATH DE number 1614933 |
Statements
Inference for some time series models with random coefficients and infinite variance innovations (English)
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8 July 2001
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stable distributions
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heavy-tails
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random coefficients
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autoregressive
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dispersion
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least absolute deviation
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time series
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0.9207689166069032
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0.806999921798706
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0.7917776703834534
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0.7887015342712402
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0.7887015342712402
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