Limit theory for autoregressive-parameter estimates in an infinite-variance random walk (Q3473953)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theory for autoregressive-parameter estimates in an infinite-variance random walk |
scientific article |
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Limit theory for autoregressive-parameter estimates in an infinite-variance random walk (English)
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1989
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stable law
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weak convergence
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infinite-variance random walk
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first-order autoregressive process
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least-squares estimate
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M-estimate
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least- absolute deviations estimate
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limit distributions
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