Regression with non-gaussian stable disturbances: Some sampling results

Robert Blattberg, Thomas Sargent

    Research output: Chapter in Book/Report/Conference proceedingChapter

    Original languageEnglish (US)
    Title of host publicationPerspectives on Promotion and Database Marketing
    Subtitle of host publicationThe Collected Works of Robert C Blattberg
    PublisherWorld Scientific Publishing Co.
    Pages20-29
    Number of pages10
    ISBN (Electronic)9789814287067
    ISBN (Print)9814287059, 9789814287050
    DOIs
    StatePublished - Jan 1 2010

    ASJC Scopus subject areas

    • Business, Management and Accounting(all)
    • Economics, Econometrics and Finance(all)

    Cite this

    Blattberg, R., & Sargent, T. (2010). Regression with non-gaussian stable disturbances: Some sampling results. In Perspectives on Promotion and Database Marketing: The Collected Works of Robert C Blattberg (pp. 20-29). World Scientific Publishing Co.. https://doi.org/10.1142/9789814287067_0001