Estimation for regression with infinite variance errors

DOI10.1016/S0895-7177(99)00100-4zbMath0990.62081MaRDI QIDQ1596877

A. Thavaneswaran, M. Shelton Peiris

Publication date: 5 May 2002

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62F10: Point estimation

Related Items

Inference for some time series models with random coefficients and infinite variance innovations, Recursive estimation for regression with infinite variance fractional ARIMA noise, Smoothed estimates for models with random coefficients and infinite variance innovations

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