On convergence of LAD estimates in autoregression with infinite variance
type: Item
instance of: scholarly article
title: On convergence of LAD estimates in autoregression with infinite variance
zbMATH Open document ID: 0508.62075
DOI: 10.1016/0047-259X(82)90070-7
author: Zhao-Guo Chen
author: Hongzhi An
published in: Journal of Multivariate Analysis
publication date: 1982-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 3802697
zbMATH Keywords: convergence of LAD estimates
zbMATH Keywords: infinite variance
zbMATH Keywords: least absolute deviation estimates
zbMATH Keywords: stationary autoregressive model
zbMATH Keywords: domain of attraction
zbMATH Keywords: stable law
MaRDI profile type: Publication
cites work: An $L^p$-Convergence Theorem
cites work: Q5512461
cites work: Least absolute deviation estimates in autoregression with infinite variance
cites work: Asymptotic behavior of least-squares estimates for autoregressive processes with infinite variances
description: scientific article; zbMATH DE number 3802697