Pages that link to "Item:Q3940696"

The following pages link to General M-estimates for contaminated p th-order autoregressive processes: Consistency and asymptotic normality (Q3940696):

Displaying 8 items.

• Robust parameter estimation for the Ornstein-Uhlenbeck process (Q257449) (← links)
• A note on the consistency of a robust estimator for threshold autoregressive processes (Q1009720) (← links)
• Theoretical comparisons of block bootstrap methods (Q1807163) (← links)
• Bahadur-Kiefer representations for GM-estimators in autoregression models (Q1890719) (← links)
• Asymptotics of some estimators and sequential residual empiricals in nonlinear time series (Q1922413) (← links)
• The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities (Q2023474) (← links)
• Asymptotic distributions of some robust scale estimators in explosive AR(1) model (Q2405934) (← links)
• On consistent statistical procedures in regression (Q2502143) (← links)