Nonparametric regression under dependent errors with infinite variance
From MaRDI portal
Publication:1881005
DOI10.1007/BF02530525zbMath1050.62047MaRDI QIDQ1881005
Publication date: 27 September 2004
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
time seriesmedianlong memoryheavy tailARMAstable distributionfractional ARIMAleast absolute deviation estimation
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)
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