J. of time series anal. (Q3486696)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | J. of time series anal. |
scientific article |
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J. of time series anal. (English)
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1990
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strong consistency
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bilinear time series
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Least Gamma Deviation estimation procedure
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infinite variance innovations
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Numerical simulations
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causality
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invertibility
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asymptotic distributions of the least squares estimates
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finite variance assumptions
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