Asymptotics for the conditional self-weighted M-estimator of GRCA(1) models with possibly heavy-tailed errors (Q2065285)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for the conditional self-weighted M-estimator of GRCA(1) models with possibly heavy-tailed errors |
scientific article |
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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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