On the Asymptotic Distribution of a Weighted Least Absolute Deviation Estimate for a Bifurcating Autoregressive Process (Q5280261): Difference between revisions

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Latest revision as of 03:30, 14 July 2024

scientific article; zbMATH DE number 6750588
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English
On the Asymptotic Distribution of a Weighted Least Absolute Deviation Estimate for a Bifurcating Autoregressive Process
scientific article; zbMATH DE number 6750588

    Statements

    On the Asymptotic Distribution of a Weighted Least Absolute Deviation Estimate for a Bifurcating Autoregressive Process (English)
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    20 July 2017
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    asymptotic normality
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    bifurcating autoregressive model
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    L1-estimates
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    median
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    Schweppe weights
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    asymptotic distribution
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    least absolute deviation estimate
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