Asymptotics of self-weighted M-estimators for autoregressive models (Q506578)

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Asymptotics of self-weighted M-estimators for autoregressive models
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    Asymptotics of self-weighted M-estimators for autoregressive models (English)
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    1 February 2017
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    self-weighted M-estimator
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    autoregressive model
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    stationary process
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    infinite variance
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