RATE OF CONVERGENCE OF CENTRED ESTIMATES OF AUTOREGRESSIVE PARAMETERS FOR INFINITE VARIANCE AUTOREGRESSIONS
- 1 January 1987
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 8 (1) , 51-60
- https://doi.org/10.1111/j.1467-9892.1987.tb00420.x
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- Some mixing properties of time series modelsStochastic Processes and their Applications, 1985
- Limit Theory for Moving Averages of Random Variables with Regularly Varying Tail ProbabilitiesThe Annals of Probability, 1985
- Robust StatisticsPublished by Wiley ,1981
- Autoregressive processes with infinite varianceJournal of Applied Probability, 1977
- On Quotients of Moving Average Processes with Infinite MeanProceedings of the American Mathematical Society, 1976