Parametric estimation in autoregressive processes under quasi-associated random errors

DOI10.1016/J.CRMA.2015.10.008zbMATH Open1343.62052OpenAlexW2182368339MaRDI QIDQ282729FDOQ282729

Authors: Idir Arab, Abdelnasser Dahmani 

Publication date: 12 May 2016

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

Full work available at URL: https://doi.org/10.1016/j.crma.2015.10.008

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zbMATH Keywords

parametric estimationautoregressive processesquasi-associated random variables

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Complete Convergence and the Law of Large Numbers
• An exponential inequality under weak dependence
• Fixed accuracy estimation of an autoregressive parameter
• Correlation inequalities on some partially ordered sets
• Study of the consistency of a stochastic algorithm under mixing
• Title not available (Why is that?)
• Likelihood analysis of a first‐order autoregressive model with exponential innovations
• A statistical version of the central limit theorem for vector-valued random fields.
• Title not available (Why is that?)

Cited In (3)

• Parameter estimation for generalized random coefficient autoregressive processes
• Title not available (Why is that?)
• Title not available (Why is that?)

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