M-estimation for autoregressions with infinite variance

Stochastic Processes and their Applications - Tập 40 Số 1 - Trang 145-180 - 1992
Richard A. Davis1, Keith Knight2, Jian Liu3
1Department of Statistics, Colorado State University, Fort Collins, CO 80523, USA
2Statistics Department, University of Toronto, Toronto, Ont., Canada M5S 1A1
3Statistics Department, University of British Columbia, Vancouver, BC, Canada V6T 1W5

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Tài liệu tham khảo

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