scientific article; zbMATH DE number 1124635

MaRDI QIDQ4378665zbMATH OpenFDO

Authors Keith Knight

Publication date 8 May 2000

zbMATH Keywords

autoregressive processesBahadur-Kiefer theoremslimiting distributions

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• Limit distributions for linear programming time series estimators
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