Efficiencies of tests and estimators for p-order autoregressive processes when the error distribution is nonnormal (Q1838256)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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