Asymptotics of some estimators and sequential residual empiricals in nonlinear time series (Q1922413): Difference between revisions

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Latest revision as of 14:19, 24 May 2024

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Asymptotics of some estimators and sequential residual empiricals in nonlinear time series
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    Asymptotics of some estimators and sequential residual empiricals in nonlinear time series (English)
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    14 July 1997
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    threshold autoregression models
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    asymptotically distribution free
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    \(R\)-estimators
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    Hodges-Lehmann estimators
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    \(M\)-estimators
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    Huber estimators
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    least absolute deviation estimators
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    testing of goodness-of-fit
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    asymptotic uniform linearity
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    nonlinear time series
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    regression models
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    asymptotic expansion
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    sequential residual empirical process
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    asymptotic normality
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    minimum distance estimators
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    change point
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    exponential autoregression models
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    unified functional approach
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    robust inference
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