Asymptotics for the conditional self-weighted M-estimator of GRCA(1) models with possibly heavy-tailed errors (Q2065285)
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scientific article; zbMATH DE number 7453619
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| English | Asymptotics for the conditional self-weighted M-estimator of GRCA(1) models with possibly heavy-tailed errors |
scientific article; zbMATH DE number 7453619 |
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Asymptotics for the conditional self-weighted M-estimator of GRCA(1) models with possibly heavy-tailed errors (English)
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7 January 2022
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asymptotic normality
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heavy tail
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random coefficient autoregressive model
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self-weighted M-estimation
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0.8834698796272278
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0.8544394373893738
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0.8466225266456604
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0.8260515928268433
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0.7846667766571045
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