Efficiencies of tests and estimators for p-order autoregressive processes when the error distribution is nonnormal (Q1838256)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 3804711
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Efficiencies of tests and estimators for p-order autoregressive processes when the error distribution is nonnormal |
scientific article; zbMATH DE number 3804711 |
Statements
Efficiencies of tests and estimators for p-order autoregressive processes when the error distribution is nonnormal (English)
0 references
1982
0 references
contiguity
0 references
nonnormal shocks
0 references
thick tailed distributions
0 references
double exponential distributions
0 references
t-distributions
0 references
mixtures of normal distributions
0 references
Pitman efficiencies of tests
0 references
asymptotic efficiencies of point estimators
0 references
robustness
0 references
