Smoothed estimates for models with random coefficients and infinite variance innovations
type: Item
instance of: scholarly article
title: Smoothed estimates for models with random coefficients and infinite variance innovations
zbMATH Open document ID: 1072.62082
DOI: 10.1016/S0895-7177(04)90512-2
author: A. Thavaneswaran
author: Shelton Peiris
published in: Mathematical and Computer Modelling
publication date: 2005-02-22T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G05
zbMATH DE Number: 2137092
zbMATH Keywords: Stable distributions
zbMATH Keywords: Least absolute deviation
zbMATH Keywords: Smoothed estimates
zbMATH Keywords: Heavy tails
zbMATH Keywords: Random coefficients
zbMATH Keywords: Infinite variance
zbMATH Keywords: Autoregressive
zbMATH Keywords: Dispersion
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 2137092