Efficiencies of tests and estimators for p-order autoregressive processes when the error distribution is nonnormal (Q1838256): Difference between revisions

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Latest revision as of 17:37, 13 June 2024

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Efficiencies of tests and estimators for p-order autoregressive processes when the error distribution is nonnormal
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    Efficiencies of tests and estimators for p-order autoregressive processes when the error distribution is nonnormal (English)
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    1982
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    contiguity
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    nonnormal shocks
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    thick tailed distributions
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    double exponential distributions
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    t-distributions
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    mixtures of normal distributions
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    Pitman efficiencies of tests
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    asymptotic efficiencies of point estimators
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    robustness
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