Matches in SemOpenAlex for { <https://semopenalex.org/work/W2057703802> ?p ?o ?g. }
Showing items 1 to 81 of
81
with 100 items per page.
- W2057703802 endingPage "783" @default.
- W2057703802 startingPage "768" @default.
- W2057703802 abstract "The theory of the linear model is incomplete in that it fails to deal with variables possessing infinite variance. To fill an important part of this gap, we give an unbiased estimate, the “screened ratio estimate”, for λ in the regression E ( X | Z ) = λ X ; X and Z are linear combinations of independent, identically distributed symmetric random variables that are either stable or asymptotically Pareto distributed of index α ≤ 2. By way of comparison, the usual least squares estimate of λ is shown not to converge in general to any constant when α < 2. However, in the autoregression X n = a 1 X n -1 + … + a k X n-k + U n , the least squares estimates are shown to be consistent as long as the roots of 1 - a 1 x 2 - a 2 x 2 - … - a k x k = 0 are outside the complex unit circle, X n is independent of U n + j , j ≥ 1, and the U n are independent and identically distributed and in the domain of attraction of a stable law of index a ≤ 2. Finally, the consistency of least squares estimates for finite moving averages is established." @default.
- W2057703802 created "2016-06-24" @default.
- W2057703802 creator A5019323838 @default.
- W2057703802 creator A5023747932 @default.
- W2057703802 date "1974-12-01" @default.
- W2057703802 modified "2023-10-04" @default.
- W2057703802 title "Regression and autoregression with infinite variance" @default.
- W2057703802 cites W2029924109 @default.
- W2057703802 cites W2080947828 @default.
- W2057703802 cites W3125246470 @default.
- W2057703802 doi "https://doi.org/10.1017/s0001867800028573" @default.
- W2057703802 hasPublicationYear "1974" @default.
- W2057703802 type Work @default.
- W2057703802 sameAs 2057703802 @default.
- W2057703802 citedByCount "28" @default.
- W2057703802 countsByYear W20577038022014 @default.
- W2057703802 countsByYear W20577038022016 @default.
- W2057703802 crossrefType "journal-article" @default.
- W2057703802 hasAuthorship W2057703802A5019323838 @default.
- W2057703802 hasAuthorship W2057703802A5023747932 @default.
- W2057703802 hasConcept C105795698 @default.
- W2057703802 hasConcept C114614502 @default.
- W2057703802 hasConcept C118615104 @default.
- W2057703802 hasConcept C122123141 @default.
- W2057703802 hasConcept C141513077 @default.
- W2057703802 hasConcept C159877910 @default.
- W2057703802 hasConcept C185429906 @default.
- W2057703802 hasConcept C199360897 @default.
- W2057703802 hasConcept C2776436953 @default.
- W2057703802 hasConcept C2777027219 @default.
- W2057703802 hasConcept C28826006 @default.
- W2057703802 hasConcept C33923547 @default.
- W2057703802 hasConcept C41008148 @default.
- W2057703802 hasConcept C48921125 @default.
- W2057703802 hasConcept C9936470 @default.
- W2057703802 hasConceptScore W2057703802C105795698 @default.
- W2057703802 hasConceptScore W2057703802C114614502 @default.
- W2057703802 hasConceptScore W2057703802C118615104 @default.
- W2057703802 hasConceptScore W2057703802C122123141 @default.
- W2057703802 hasConceptScore W2057703802C141513077 @default.
- W2057703802 hasConceptScore W2057703802C159877910 @default.
- W2057703802 hasConceptScore W2057703802C185429906 @default.
- W2057703802 hasConceptScore W2057703802C199360897 @default.
- W2057703802 hasConceptScore W2057703802C2776436953 @default.
- W2057703802 hasConceptScore W2057703802C2777027219 @default.
- W2057703802 hasConceptScore W2057703802C28826006 @default.
- W2057703802 hasConceptScore W2057703802C33923547 @default.
- W2057703802 hasConceptScore W2057703802C41008148 @default.
- W2057703802 hasConceptScore W2057703802C48921125 @default.
- W2057703802 hasConceptScore W2057703802C9936470 @default.
- W2057703802 hasIssue "04" @default.
- W2057703802 hasLocation W20577038021 @default.
- W2057703802 hasOpenAccess W2057703802 @default.
- W2057703802 hasPrimaryLocation W20577038021 @default.
- W2057703802 hasRelatedWork W1540920731 @default.
- W2057703802 hasRelatedWork W1977834487 @default.
- W2057703802 hasRelatedWork W1983683279 @default.
- W2057703802 hasRelatedWork W2002238002 @default.
- W2057703802 hasRelatedWork W2003695184 @default.
- W2057703802 hasRelatedWork W2013753992 @default.
- W2057703802 hasRelatedWork W2031542572 @default.
- W2057703802 hasRelatedWork W2040967942 @default.
- W2057703802 hasRelatedWork W2056761220 @default.
- W2057703802 hasRelatedWork W2060164407 @default.
- W2057703802 hasRelatedWork W2067184061 @default.
- W2057703802 hasRelatedWork W2073623700 @default.
- W2057703802 hasRelatedWork W2076209196 @default.
- W2057703802 hasRelatedWork W2090637028 @default.
- W2057703802 hasRelatedWork W2092832156 @default.
- W2057703802 hasRelatedWork W2140971281 @default.
- W2057703802 hasRelatedWork W2319611730 @default.
- W2057703802 hasRelatedWork W2327325081 @default.
- W2057703802 hasRelatedWork W2751862591 @default.
- W2057703802 hasRelatedWork W3183085784 @default.
- W2057703802 hasVolume "6" @default.
- W2057703802 isParatext "false" @default.
- W2057703802 isRetracted "false" @default.
- W2057703802 magId "2057703802" @default.
- W2057703802 workType "article" @default.