On linear models with long memory and heavy-tailed errors
type: Item
instance of: scholarly article
title: On linear models with long memory and heavy-tailed errors
zbMATH Open document ID: 1327.62416
author: Zhou Zhou
author: Wei Biao Wu
published in: Journal of Multivariate Analysis
publication date: 2011-01-14T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 60G18
Mathematics Subject Classification ID: 60G51
zbMATH DE Number: 5836742
zbMATH Keywords: Bahadur representation
zbMATH Keywords: heavy tails
zbMATH Keywords: long memory
zbMATH Keywords: \(M\)-estimation
MaRDI profile type: Publication
full work available at URL: j.jmva.2010.09.009
OpenAlex ID: W2068614941
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DOI: 10.1016/J.JMVA.2010.09.009
description: scientific article; zbMATH DE number 5836742