Testing parameter constancy in models with infinite variance errors. (Q5941114)
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scientific article; zbMATH DE number 1635279
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing parameter constancy in models with infinite variance errors. |
scientific article; zbMATH DE number 1635279 |
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Testing parameter constancy in models with infinite variance errors. (English)
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20 August 2001
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Least absolute deviation estimates
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Moving estimates
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Parameter constancy
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Recursive estimates
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Stable law
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