Asymptotic Distribution of Linear Unbiased Estimators in the Presence of Heavy-Tailed Stochastic Regressors and Residuals
Year of publication: |
2016
|
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Authors: | Kurz-Kim, Jeong-Ryeol |
Other Persons: | Rachev, Svetlozar (contributor) ; Samorodnitsky, Gennady (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution |
Description of contents: |
Under the symmetric á-stable distributional assumption for the disturbances
|
Extent: | 1 Online-Ressource (56 p) |
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Series: | Bundesbank Series 1 Discussion Paper ; No. 2005,21 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2005 erstellt |
Other identifiers: | 10.2139/ssrn.2785204 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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