scientific article; zbMATH DE number 1829451

MaRDI QIDQ3154232zbMATH OpenFDO

Authors Lihong Wang, Jinde Wang

Publication date 14 November 2002

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• scientific article; zbMATH DE number 1124635
• Asymptotics ofL₁-Estimators in Moving Average Time Series Models
• scientific article; zbMATH DE number 1782386
• Self-weighted \(L_1\)-estimator for an infinite variance nonlinear autoregressive model
• Asymptotic distributions of \(L_1\)-estimators for nonlinear autoregression

Cited in

(6)

• Limit distributions for linear programming time series estimators
• A General Approach to the Limiting Distribution for Estimators in Time Series Regression with Nonstable Autoregressive Errors
• Asymptotic distributions of \(L_1\)-estimators for nonlinear autoregression
• scientific article; zbMATH DE number 1124635 (Why is no real title available?)
• Asymptotics ofL₁-Estimators in Moving Average Time Series Models
• Stationary Gaussian Markov processes as limits of stationary autoregressive time series

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3154232)