Multiple regression on stable vectors

Stamatis Cambanis and Wei Wu

Journal of Multivariate Analysis, 1992, vol. 41, issue 2, 243-272

Abstract: We give necessary and sufficient conditions for the linearity of multiple regression on a general stable vector, along with a sufficient condition for the finiteness of the conditional absolute moment when 0

Keywords: Stable; random; vectors; linear; multiple; regression; moving; averages; harmonizable; processes (search for similar items in EconPapers)
Date: 1992
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Citations: View citations in EconPapers (5)

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