Parametric estimation in autoregressive processes under quasi-associated random errors

DOI10.1016/J.CRMA.2015.10.008MaRDI QIDQ282729zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 516426 (Why is no real title available?)
• scientific article; zbMATH DE number 3198427 (Why is no real title available?)
• A statistical version of the central limit theorem for vector-valued random fields.
• An exponential inequality under weak dependence
• Complete Convergence and the Law of Large Numbers
• Correlation inequalities on some partially ordered sets
• Fixed accuracy estimation of an autoregressive parameter
• Likelihood analysis of a first‐order autoregressive model with exponential innovations
• Study of the consistency of a stochastic algorithm under mixing

Cited in

(3)

• Parameter estimation for generalized random coefficient autoregressive processes
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• scientific article; zbMATH DE number 4215089 (Why is no real title available?)

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