Asymptotics ofL1-Estimators in Moving Average Time Series Models (Q4449147): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+On convergence of LAD estimates in autoregression with infinite variance
+Normal rank
@@ Property / cites work @@
+Asymptotic Theory of Least Absolute Error Regression
+Normal rank
@@ Property / cites work @@
+Q3321260
@@ Property / cites work: Q3321260 / rank @@
+Normal rank
@@ Property / cites work @@
+Gauss-Newton and M-estimation for ARMA processes with infinite variance
+Normal rank
@@ Property / cites work @@
+Least absolute deviation estimation for regression with ARMA errors
+Normal rank
@@ Property / cites work @@
+M-estimation for autoregression with infinite variance
+Normal rank
@@ Property / cites work @@
+RATE OF CONVERGENCE OF CENTRED ESTIMATES OF AUTOREGRESSIVE PARAMETERS FOR INFINITE VARIANCE AUTOREGRESSIONS
+Normal rank
@@ Property / cites work @@
+Limiting distributions for \(L_1\) regression estimators under general conditions
+Normal rank
@@ Property / cites work @@
+Convex Analysis
@@ Property / cites work: Convex Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic normality of \(L_ 1\)-estimators in nonlinear regression
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4449147

Asymptotics of<i>L</i><sub>1</sub>-Estimators in Moving Average Time Series Models (Q4449147): Difference between revisions