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M-estimation for near unit roots in spatial autoregression with infinite variance - MaRDI portal

M-estimation for near unit roots in spatial autoregression with infinite variance (Q3106390)

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English
M-estimation for near unit roots in spatial autoregression with infinite variance
scientific article

    Statements

    title
    M-estimation for near unit roots in spatial autoregression with infinite variance (English)
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    published in
    Statistics
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    publication date
    21 December 2011
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    zbMATH Keywords
    stable process
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    M-estimates
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    Itô integral
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    Identifiers

    Mathematics Subject Classification ID
    62M30
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    62M10
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    62F12
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    65C60
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    zbMATH DE Number
    5991040
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    OpenAlex ID
    W1994249510
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