On linear models with long memory and heavy-tailed errors
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Publication:618159
DOI10.1016/j.jmva.2010.09.009zbMath1327.62416OpenAlexW2068614941MaRDI QIDQ618159
Publication date: 14 January 2011
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2010.09.009
Processes with independent increments; Lévy processes (60G51) Linear regression; mixed models (62J05) Self-similar stochastic processes (60G18)
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