Asymptotics of some estimators and sequential residual empiricals in nonlinear time series (Q1922413): Difference between revisions
From MaRDI portal
Latest revision as of 13:19, 24 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of some estimators and sequential residual empiricals in nonlinear time series |
scientific article |
Statements
Asymptotics of some estimators and sequential residual empiricals in nonlinear time series (English)
0 references
14 July 1997
0 references
threshold autoregression models
0 references
asymptotically distribution free
0 references
\(R\)-estimators
0 references
Hodges-Lehmann estimators
0 references
\(M\)-estimators
0 references
Huber estimators
0 references
least absolute deviation estimators
0 references
testing of goodness-of-fit
0 references
asymptotic uniform linearity
0 references
nonlinear time series
0 references
regression models
0 references
asymptotic expansion
0 references
sequential residual empirical process
0 references
asymptotic normality
0 references
minimum distance estimators
0 references
change point
0 references
exponential autoregression models
0 references
unified functional approach
0 references
robust inference
0 references
0 references
0 references
