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

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+On convergence of LAD estimates in autoregression with infinite variance
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+Asymptotic Theory of Least Absolute Error Regression
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+Q3321260
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+Normal rank
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+Gauss-Newton and M-estimation for ARMA processes with infinite variance
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+Least absolute deviation estimation for regression with ARMA errors
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+M-estimation for autoregression with infinite variance
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+RATE OF CONVERGENCE OF CENTRED ESTIMATES OF AUTOREGRESSIVE PARAMETERS FOR INFINITE VARIANCE AUTOREGRESSIONS
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+Limiting distributions for \(L_1\) regression estimators under general conditions
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+Convex Analysis
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+Asymptotic normality of \(L_ 1\)-estimators in nonlinear regression
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Asymptotics of<i>L</i><sub>1</sub>-Estimators in Moving Average Time Series Models (Q4449147): Difference between revisions