Sign estimates in moving average models with infinite variance

MaRDI QIDQ1287540zbMATH OpenFDO

Authors E. P. Goryainova

Publication date 31 August 1999

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

influence functionalsmoving averageoutliersrobust sign estimate

Mathematics Subject Classification ID

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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(4)

• On nonparametric sign estimators in multiparameter autoregression
• \(P\)-convergence of the TRA estimates: The \(MA(q)\) model
• scientific article; zbMATH DE number 4126532 (Why is no real title available?)
• Inference for VARs identified with sign restrictions

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