Asymptotic Distribution of Unbiased Linear Estimators in the Presence of Heavy-tailed Stochastic Regressors and Residuals

Kurz-Kim, J.-R.Rachev, S. T.Samorodnitsky, G.2007-11-092007-11-092004-031405https://hdl.handle.net/1813/9280Asymptotic Distribution of Unbiased Linear Estimators in the Presence of Heavy-tailed Stochastic Regressors and Residuals621775 bytesapplication/pdfen-USOperations ResearchIndustrial Engineeringtechnical reportAsymptotic Distribution of Unbiased Linear Estimators in the Presence of Heavy-tailed Stochastic Regressors and Residualstechnical report