Estimation for regression with infinite variance errors
نویسندگان
چکیده
منابع مشابه
Weighted Quantile Regression for AR model with Infinite Variance Errors.
Autoregressive (AR) models with finite variance errors have been well studied. This paper is concerned with AR models with heavy-tailed errors, which is useful in various scientific research areas. Statistical estimation for AR models with infinite variance errors is very different from those for AR models with finite variance errors. In this paper, we consider a weighted quantile regression fo...
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ژورنال
عنوان ژورنال: Mathematical and Computer Modelling
سال: 1999
ISSN: 0895-7177
DOI: 10.1016/s0895-7177(99)00100-4