ON CONVERGENCE OF LAD ESTIMATES IN AUTOREGRESSION WITH INFINITE VARIANCE

被引:30
作者
AN, HZ
CHEN, ZG
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D O I
10.1016/0047-259X(82)90070-7
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
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页码:335 / 345
页数:11
相关论文
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[4]   ASYMPTOTIC-BEHAVIOR OF LEAST-SQUARES ESTIMATES FOR AUTOREGRESSIVE PROCESSES WITH INFINITE VARIANCES [J].
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