Nonparametric regression under dependent errors with infinite variance
type: Item
instance of: scholarly article
title: Nonparametric regression under dependent errors with infinite variance
zbMATH Open document ID: 1050.62047
DOI: 10.1007/BF02530525
author: Liang Peng
author: Qiwei Yao
published in: Annals of the Institute of Statistical Mathematics
publication date: 2004-09-27T00:00:00Z
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 2103651
zbMATH Keywords: ARMA
zbMATH Keywords: fractional ARIMA
zbMATH Keywords: heavy tail
zbMATH Keywords: least absolute deviation estimation
zbMATH Keywords: long memory
zbMATH Keywords: median
zbMATH Keywords: stable distribution
zbMATH Keywords: time series
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 2103651