RATE OF CONVERGENCE OF CENTRED ESTIMATES OF AUTOREGRESSIVE PARAMETERS FOR INFINITE VARIANCE AUTOREGRESSIONS (Q3809088)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RATE OF CONVERGENCE OF CENTRED ESTIMATES OF AUTOREGRESSIVE PARAMETERS FOR INFINITE VARIANCE AUTOREGRESSIONS |
scientific article |
Statements
RATE OF CONVERGENCE OF CENTRED ESTIMATES OF AUTOREGRESSIVE PARAMETERS FOR INFINITE VARIANCE AUTOREGRESSIONS (English)
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1987
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autoregressive process
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domain of attraction of a stable law
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least- squares estimates
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robust M-estimate of location
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rate of convergence
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sample mean
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