Asymptotic distributions of some robust scale estimators in explosive AR(1) model (Q2405934): Difference between revisions

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+On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
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+General M-estimates for contaminated p th-order autoregressive processes: Consistency and asymptotic normality
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+Limit theory and bootstrap for explosive and partially explosive autoregression
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+M-estimation for autoregression with infinite variance
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+Robust Estimation of the First-Order Autoregressive Parameter
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+Robust Statistics
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+Asymptotic distributions of some scale estimators in nonlinear models
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+Q4943491
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+Weak convergence of the residual empirical process in explosive autoregression
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+Weakly adaptive estimators in explosive autoregression
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+The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case
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