Bahadur-Kiefer representations for GM-estimators in autoregression models (Q1890719): Difference between revisions

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+A Note on Quantiles in Large Samples
@@ Property / cites work: A Note on Quantiles in Large Samples / rank @@
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+Q3321260
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+Q5563135
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+Time series: theory and methods
@@ Property / cites work: Time series: theory and methods / rank @@
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+General M-estimates for contaminated p th-order autoregressive processes: Consistency and asymptotic normality
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+Robust Estimation of the First-Order Autoregressive Parameter
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+STRONG CONSISTENCY AND ASYMPTOTIC NORMALITY OF /1 ESTIMATES OF THE AUTOREGRESSIVE MOVING-AVERAGE MODEL
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+On tail probabilities for martingales
@@ Property / cites work: On tail probabilities for martingales / rank @@
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+Q5612941
@@ Property / cites work: Q5612941 / rank @@
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+On Bahadur's Representation of Sample Quantiles
@@ Property / cites work: On Bahadur's Representation of Sample Quantiles / rank @@
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+A weak convergence result useful in robust autoregression
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+Some Results on the Complete and Almost Sure Convergence of Linear Combinations of Independent Random Variables and Martingale Differences
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+https://doi.org/10.1016/0304-4149(95)00008-u
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+W2083373394
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+Publication:1890719