scientific article; zbMATH DE number 4126532

MaRDI QIDQ4206263zbMATH OpenFDO

Authors V. F. Onishchenko

Publication date 1989

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)

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Cited in

(6)

• Infinite variance stable moving averages with long memory
• On the exponentially weighted moving variance
• scientific article; zbMATH DE number 1226333 (Why is no real title available?)
• Moving average correction in a regression model
• Sign estimates in moving average models with infinite variance
• Estimation of parameters of moving average processes

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