Pages that link to "Item:Q2065285"
From MaRDI portal
The following pages link to Asymptotics for the conditional self-weighted M-estimator of GRCA(1) models with possibly heavy-tailed errors (Q2065285):
Displaying 4 items.
- Geometric ergodicity and conditional self‐weighted M‐estimator of a GRCAR(p) model with heavy‐tailed errors (Q6135355) (← links)
- Strong consistency for the conditional self-weighted \(M\) estimator of GRCA\((p)\) Models (Q6164827) (← links)
- Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises (Q6489810) (← links)
- Asymptotics for the conditional self-weighted \(M\) estimator of GRCA\((p)\) models and its statistical inference (Q6549269) (← links)