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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. 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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