Bahadur-Kiefer representations for GM-estimators in linear Markov models with errors in variables (Q1962221)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bahadur-Kiefer representations for GM-estimators in linear Markov models with errors in variables |
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Bahadur-Kiefer representations for GM-estimators in linear Markov models with errors in variables (English)
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24 October 2000
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The author studies estimators of the autoregressive parameter in a Markov model model with errors in variables. Robust estimators are considered. For a wide class of estimators it is shown that a Bahadur-Kiefer almost sure representation exists.
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