SOME REMARKS ON QUADRATIC FORMS IN STABLE RANDOM VARIABLES

DOI10.1515/DEMA-2001-0211zbMath0979.62005OpenAlexW768815724MaRDI QIDQ2732350

Joop Mijnheer

Publication date: 18 February 2002

Published in: Demonstratio Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/dema-2001-0211

zbMATH Keywords

least squares estimatorlimit distributionsAR(1) modelstable innovations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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