scientific article; zbMATH DE number 1124635

zbMATH Open0935.62095MaRDI QIDQ4378665FDOQ4378665

Authors: Keith Knight 

Publication date: 8 May 2000

Title of this publication is not available (Why is that?)

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zbMATH Keywords

autoregressive processeslimiting distributionsBahadur-Kiefer theorems

Mathematics Subject Classification ID

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

Cited In (13)

• The consistency of the L₁norm estimates in arma models
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Asymptotic distributions of \(L_1\)-estimators for nonlinear autoregression
• Title not available (Why is that?)
• Sample heterogeneity and M-estimation
• The asymptotic behaviors for autoregression quantile estimates
• Averaged Autoregression Quantiles in Autoregressive Model
• Asymptotic behaviour of M-estimators in \(AR(p)\) models under nonstandard conditions
• \(L_1\)-estimation for the location parameters in stochastic volatility models
• Least-modules estimates for spatial autoregression coefficients
• The limit theorem for dependent random variables with applications to autoregression models
• Title not available (Why is that?)
• A characterization of limiting distributions of estimators in an autoregressive process

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