Asymptotic behavior of least-squares estimates for autoregressive processes with infinite variances
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Publication:1246986
DOI10.1214/aos/1176343855zbMath0378.62075OpenAlexW1977834487MaRDI QIDQ1246986
Ricardo Antonio Maronna, Víctor J. Yohai
Publication date: 1977
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176343855
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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