scientific article; zbMATH DE number 4126532

zbMATH Open0687.62076MaRDI QIDQ4206263FDOQ4206263

Authors: V. F. Onishchenko 

Publication date: 1989

Title of this publication is not available (Why is that?)

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zbMATH Keywords

residualsconsistent estimatesrobustnessmoving averageinfinite variance consistency

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (5)

• On the exponentially weighted moving variance
• Sign estimates in moving average models with infinite variance
• Infinite variance stable moving averages with long memory
• Estimation of parameters of moving average processes
• Title not available (Why is that?)

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