AOS
A Two-step Estimating Approach for Heavy-tailed AR Models with Non-zero Median GARCH-type Noises
Authors
She Rui
Dai Linlin
Ling Shiqing
Research Topics
Machine Learning
Paper Information
-
Journal:
Annals of Statistics -
Added to Tracker:
Dec 05, 2025
Author Details
She Rui
AuthorDai Linlin
AuthorLing Shiqing
AuthorResearch Topics & Keywords
Machine Learning
Research AreaCitation Information
APA Format
She Rui
,
Dai Linlin
&
Ling Shiqing
.
A Two-step Estimating Approach for Heavy-tailed AR Models with Non-zero Median GARCH-type Noises.
Annals of Statistics
.
BibTeX Format
@article{paper656,
title = { A Two-step Estimating Approach for Heavy-tailed AR Models with Non-zero Median GARCH-type Noises },
author = {
She Rui
and Dai Linlin
and Ling Shiqing
},
journal = { Annals of Statistics },
url = { https://www.e-publications.org/ims/submission/AOS/user/submissionFile/70863?confirm=6f16c5f5 }
}