Asymptotics of some estimators and sequential residual empiricals in nonlinear time series (Q1922413)
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scientific article; zbMATH DE number 922147
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| English | Asymptotics of some estimators and sequential residual empiricals in nonlinear time series |
scientific article; zbMATH DE number 922147 |
Statements
Asymptotics of some estimators and sequential residual empiricals in nonlinear time series (English)
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14 July 1997
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threshold autoregression models
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asymptotically distribution free
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\(R\)-estimators
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Hodges-Lehmann estimators
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\(M\)-estimators
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Huber estimators
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least absolute deviation estimators
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testing of goodness-of-fit
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asymptotic uniform linearity
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nonlinear time series
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regression models
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asymptotic expansion
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sequential residual empirical process
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asymptotic normality
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minimum distance estimators
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change point
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exponential autoregression models
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unified functional approach
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robust inference
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0.8238641023635864
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0.8168489933013916
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0.7991462349891663
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0.7991462349891663
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0.7987097501754761
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