Inference for spatial autoregressive models with infinite variance noises
DOI10.1007/S10114-020-9428-8zbMATH Open1460.62157OpenAlexW3115164466MaRDI QIDQ1995608FDOQ1995608
Rong-Mao Zhang, Gui Li Liao, Qi Meng Liu
Publication date: 24 February 2021
Published in: Acta Mathematica Sinica, English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-020-9428-8
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Statistics of extreme values; tail inference (62G32)
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