Asymptotic distributions of some scale estimators in nonlinear models

zbMATH Open1135.62310MaRDI QIDQ3497953FDOQ3497953

Authors: Hira L. Koul 

Publication date: 28 May 2008

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zbMATH Keywords

medianabsolute residualspairwise absolute differences

Mathematics Subject Classification ID

Point estimation (62F10) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Cited In (6)

• Asymptotic distributions of some scale estimators in nonlinear models with long memory errors having infinite variance
• Asymptotic normality of the recursive M-estimators of the scale parameters
• Title not available (Why is that?)
• Asymptotic properties of nonlinear estimates in stochastic models with finite design space
• Asymptotic distributions of some robust scale estimators in explosive AR(1) model
• Asymptotic distributions of some scale estimators in nonlinear models

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