Regression and autoregression with infinite variance
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Publication:4078927
DOI10.2307/1426192zbMath0317.62043OpenAlexW4247915448MaRDI QIDQ4078927
Publication date: 1974
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1426192
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Stationary stochastic processes (60G10) Estimation and detection in stochastic control theory (93E10)
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