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A note on Model Reference Adaptive System (MRAS) estimate with infinite variance

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  • A. Thavaneswaran
  • B. Abraham

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  • A. Thavaneswaran & B. Abraham, 1994. "A note on Model Reference Adaptive System (MRAS) estimate with infinite variance," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 48(3), pages 253-257, November.
    • Handle: RePEc:bla:stanee:v:48:y:1994:i:3:p:253-257
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    References listed on IDEAS

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    1. Thavaneswaran, A. & Thompson, M. E., 1988. "A criterion for filtering in semimartingale models," Stochastic Processes and their Applications, Elsevier, vol. 28(2), pages 259-265, June.
    2. Robert Blattberg & Thomas Sargent, 2010. "Regression With Non-Gaussian Stable Disturbances: Some Sampling Results," World Scientific Book Chapters, in: Greg M Allenby (ed.), Perspectives On Promotion And Database Marketing The Collected Works of Robert C Blattberg, chapter 1, pages 7-16, World Scientific Publishing Co. Pte. Ltd..
    3. Mandelbrot, Benoit B, 1972. "Correction of an Error in "The Variation of Certain Speculative Prices" (1963)," The Journal of Business, University of Chicago Press, vol. 45(4), pages 542-543, October.
    4. Benoit Mandelbrot, 2015. "The Variation of Certain Speculative Prices," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 3, pages 39-78, World Scientific Publishing Co. Pte. Ltd..
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