Statistical inference in regression with heavy-tailed integrated variables
type: Item
instance of: scholarly article
title: Statistical inference in regression with heavy-tailed integrated variables
zbMATH Open document ID: 1003.62070
DOI: 10.1016/S0895-7177(01)00123-6
published in: Mathematical and Computer Modelling
publication date: 2002-06-13T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 1755434
zbMATH Keywords: infinite variance
zbMATH Keywords: financial modeling
zbMATH Keywords: cointegration
zbMATH Keywords: integrated variables
author: Stefan Mittnik
author: V. Paulauskas
author: Svetlozar T. Rachev
MaRDI profile type: Publication
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full work available at URL: s0895-7177(01)00123-6
OpenAlex ID: W2078973619
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description: scientific article; zbMATH DE number 1755434