General results are obtained for an approximation to the variance of a weighted regression estimator in which the weights are sample estimators of unknown unpatterned variances. Independent normally ...
How to undertake statistical inference for infinite variance autoregressive models has been a long-standing open problem. To solve this problem, we propose a self-weighted least absolute deviation ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback