Pages that link to "Item:Q5249203"
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The following pages link to M-estimation for Moderate Deviations From a Unit Root (Q5249203):
Displaying 3 items.
- Asymptotic inference of least absolute deviation estimation for AR(1) processes (Q5085613) (← links)
- Asymptotic properties of the M-estimation for an AR(1) process with a general autoregressive coefficient (Q6164871) (← links)
- Asymptotics of M-estimators for moderate deviations from a unit root model with possibly infinite variance (Q6549186) (← links)