On convergence of LAD estimates in autoregression with infinite variance
- 1 September 1982
- journal article
- Published by Elsevier in Journal of Multivariate Analysis
- Vol. 12 (3), 335-345
- https://doi.org/10.1016/0047-259x(82)90070-7
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Least absolute deviation estimates in autoregression with infinite varianceJournal of Applied Probability, 1979
- Autoregressive processes with infinite varianceJournal of Applied Probability, 1977
- Asymptotic Behavior of Least-Squares Estimates for Autoregressive Processes with Infinite VariancesThe Annals of Statistics, 1977
- An $L^p$-Convergence TheoremThe Annals of Mathematical Statistics, 1969