Asymptotics of self-weighted M-estimators for autoregressive models (Q506578)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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