Nonparametric regression under dependent errors with infinite variance
| Year of publication: |
2004
|
|---|---|
| Authors: | Peng, Liang ; Yao, Qiwei |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 56.2004, 1, p. 73-86
|
| Publisher: |
Springer |
| Subject: | ARMA | fractional ARIMA | heavy tail | least absolute deviation estimation | long memory | median | stable distribution | time series |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616343