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: The 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

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    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

    Regression with non-gaussian stable disturbances : Some sampling results. / Blattberg, Robert; Sargent, Thomas.

    Perspectives on Promotion and Database Marketing: The Collected Works of Robert C Blattberg. World Scientific Publishing Co., 2010. p. 20-29.

    Research output: Chapter in Book/Report/Conference proceedingChapter

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