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Weighted Quantile Regression for AR model with Infinite Variance Errors
Autoregressive (AR) models with finite variance errors have been well studied. This paper is concerned with AR models with heavy-tailed errors, which is useful in various scientific research areas. Statistical estimation for AR models with infinite variance errors is very different from those for AR...
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| Main Authors: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2012
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3595619/ https://ncbi.nlm.nih.gov/pubmed/23504192 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/10485252.2012.698280 |
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