Asymptotic distributions of some scale estimators in nonlinear models

MaRDI QIDQ3497953zbMATH OpenFDO

Authors Hira L. Koul

Publication date 28 May 2008

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)

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(6)

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• Asymptotic normality of the recursive M-estimators of the scale parameters
• scientific article; zbMATH DE number 4094603 (Why is no real title available?)
• 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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