On rank estimates and the empirical distribution function of residuals in autoregression with a possibly infinite variance

MaRDI QIDQ1361118zbMATH OpenFDO

Authors M. V. Boldin

Publication date 28 November 1999

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

asymptotic uniform linearityautoregressionempirical distributionlocally most powerful testsrank estimates

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(3)

• Generalized R-estimators under conditional heteroscedasticity
• AN EXAMINATION OF ESTIMATED RESIDUALS IN A REGRESSION WITH AN INFINITE ORDER PARAMETRIC MODEL
• scientific article; zbMATH DE number 5211453 (Why is no real title available?)

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