Marina Riabiz, Tohid Ardeshiri, Simon J. Godsill. A central limit theorem with application to inference in \(\alpha\)-stable regression models. In Oren Anava, Azadeh Khaleghi, Marco Cuturi, Vitaly Kuznetsov, Alexander Rakhlin, editors, Proceedings of the NIPS 2016 Time Series Workshop, co-located with the 30th Annual Conference on Neural Information Processing Systems (NIPS 2016), Barcelona, Spain, December 9, 2016. Volume 55 of JMLR Workshop and Conference Proceedings, pages 70-82, JMLR.org, 2016. [doi]
Abstract is missing.