Bahadur-Kiefer representations for GM-estimators in autoregression models (Q1890719)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Bahadur-Kiefer representations for GM-estimators in autoregression models
scientific article

    Statements

    Bahadur-Kiefer representations for GM-estimators in autoregression models (English)
    0 references
    0 references
    0 references
    23 May 1995
    0 references
    0 references
    Freedman inequality
    0 references
    generalized \(M\)-estimators
    0 references
    Huber \((k)\) estimators
    0 references
    strong consistency
    0 references
    autoregression
    0 references
    score function
    0 references
    rate of convergence
    0 references
    Bahadur-Kiefer type representations
    0 references
    least square
    0 references
    least absolute deviation
    0 references