P-convergence of the TRA estimates: The MA(q) model

DOI10.1016/S1631-073X(02)02461-5MaRDI QIDQ1852834zbMATH OpenFDO

Authors Nawale Berrahou, Khalid El Himdi

Publication date 3 February 2004

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S1631-073X(02)02461-5

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• Influence functionals for time series (with discussion)
• Robust Estimation of the First-Order Autoregressive Parameter
• Time series: theory and methods.

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