Weak convergence of randomly weighted dependent residual empiricals with applications to autoregression
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Publication:1327857
DOI10.1214/aos/1176325383zbMath0836.62063MaRDI QIDQ1327857
Publication date: 6 May 1996
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176325383
Brownian bridge; robust estimators; randomly weighted residual empirical processes; autoregression models; asymptotic uniform linearity of rank statistics; Jaeckel-type estimators; minimum distance rank estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G20: Asymptotic properties of nonparametric inference
60F05: Central limit and other weak theorems
60F17: Functional limit theorems; invariance principles
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