A weak convergence result useful in robust autoregression
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Publication:1193961
DOI10.1016/0378-3758(91)90005-YzbMath0751.60019OpenAlexW2081796123MaRDI QIDQ1193961
Publication date: 27 September 1992
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(91)90005-y
empirical processesrobust estimationrank correlationsrandomly weighted residual empirical processesautoregression parametersbounded martingale differences
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)
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Cites Work
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