On the asymptotic distribution of a weighted least absolute deviation estimate for a bifurcating autoregressive process (Q5280261)
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scientific article; zbMATH DE number 6750588
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| English | On the asymptotic distribution of a weighted least absolute deviation estimate for a bifurcating autoregressive process |
scientific article; zbMATH DE number 6750588 |
Statements
On the Asymptotic Distribution of a Weighted Least Absolute Deviation Estimate for a Bifurcating Autoregressive Process (English)
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20 July 2017
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asymptotic normality
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bifurcating autoregressive model
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L1-estimates
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median
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Schweppe weights
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asymptotic distribution
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least absolute deviation estimate
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0.8303079605102539
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0.825683057308197
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0.8250818848609924
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0.8188660144805908
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0.8103821277618408
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