Asymptotic properties of the M-estimation for an AR(1) process with a general autoregressive coefficient (Q6164871)
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scientific article; zbMATH DE number 7706953
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of the M-estimation for an AR(1) process with a general autoregressive coefficient |
scientific article; zbMATH DE number 7706953 |
Statements
Asymptotic properties of the M-estimation for an AR(1) process with a general autoregressive coefficient (English)
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4 July 2023
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limit distribution
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moderate deviations
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M-estimate
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unit root
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