Asymptotic behaviour of M-estimators in AR(p) models under nonstandard conditions (Q2738928)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behaviour of M-estimators in AR(p) models under nonstandard conditions |
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Asymptotic behaviour of M-estimators in AR(p) models under nonstandard conditions (English)
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3 July 2003
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autoregressive model
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autoregression quantiles
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bootstrap
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limiting distribution
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M-estimators
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