Asymptotic distributions of some scale estimators in nonlinear models

DOI10.1007/S001840200188MaRDI QIDQ811778zbMATH OpenOpenAlexFDO

Authors Hira L. Koul

Publication date 2002

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s001840200188

zbMATH Keywords

estimationunivariate time series

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(9)

• Asymptotic properties of nonlinear estimates in stochastic models with finite design space
• Robust estimation of nonlinear regression with autoregressive errors.
• Asymptotics of some estimators and sequential residual empiricals in nonlinear time series
• Asymptotic distributions of some robust scale estimators in explosive AR(1) model
• Asymptotic distributions of some scale estimators in nonlinear models
• scientific article; zbMATH DE number 4094603 (Why is no real title available?)
• Asymptotic distributions of some scale estimators in nonlinear models with long memory errors having infinite variance
• \(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations
• Asymptotic normality of the recursive M-estimators of the scale parameters

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