LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities
Year of publication: |
2009
|
---|---|
Authors: | Cho, Jin Seo ; Chirok-Han ; Phillips, Peter C. B. |
Institutions: | Institute of Economic Research, Korea University |
Subject: | Asymptotic leptokurtosis | Convex function | Infinite density | Least absolute deviations | Median | Weak convergence |
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LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities
Cho, Jin Seo, (2009)
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LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities
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