ASYMPTOTIC-BEHAVIOR OF LEAST-SQUARES ESTIMATES FOR AUTOREGRESSIVE PROCESSES WITH INFINITE VARIANCES

被引：34

作者：

YOHAI, VJ

MARONNA, RA

机构：

[1] UNIV NACL BUENOS AIRES,FAC CIENCIAS EXACTAS NAT,DEPT MATH,BUENOS AIRES,ARGENTINA

[2] FDN BARILOCHE,BUENOS AIRES,ARGENTINA

来源：

关键词：

D O I：

10.1214/aos/1176343855

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 ;

摘要：

引用

页码：554 / 560

页数：7

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ANDERSON TW, 1970, STATISTICAL ANALYSIS

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[3]

Kanter M., 1974, Advances in Applied Probability, V6, P768, DOI 10.2307/1426192

[4] VARIATION OF SOME OTHER SPECULATIVE PRICES [J].

MANDELBROT, B .

[5] THE VARIATION OF CERTAIN SPECULATIVE PRICES [J].

MANDELBROT, B .