Estimation for regression with infinite variance errors

Mathematical and Computer Modelling

Volumn 29, Issue 10-12, 1999, Pages 177-180

  Thavaneswaran, A ^a   Peiris, S ^b  

^a UNIVERSITY OF MANITOBA   (Canada)

^b UNIVERSITY OF SYDNEY   (Australia)

Author keywords

Nonstationary; Penalized dispersion; Recursive estimate; Stable distribution

Indexed keywords

EID: 0033133877     PISSN: 08957177     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0895-7177(99)00100-4     Document Type: Article

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