On the estimation of nonlinear time series models (Q4890048)
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scientific article; zbMATH DE number 915171
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the estimation of nonlinear time series models |
scientific article; zbMATH DE number 915171 |
Statements
On the estimation of nonlinear time series models (English)
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12 November 1996
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strong consistency
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stationarity
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ergodicity
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invertibility
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moments of stationary distributions
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nonlinear time series
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asymptotic normality
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minimum Hellinger distance estimates
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robustness under perturbations
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0.8417655229568481
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0.8253023624420166
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0.8230279088020325
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0.8113947510719299
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0.8092134594917297
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