Asymptotic behavior of least-squares estimates for autoregressive processes with infinite variances

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Publication:1246986

DOI10.1214/AOS/1176343855zbMATH Open0378.62075OpenAlexW1977834487MaRDI QIDQ1246986FDOQ1246986


Authors: Ricardo Antonio Maronna, Victor J. Yohai Edit this on Wikidata


Publication date: 1977

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176343855







Cited In (22)





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