Pages that link to "Item:Q1644434"
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The following pages link to Asymptotic theory for M-estimates in unstable AR(\(p\)) processes with infinite variance innovations (Q1644434):
Displaying 4 items.
- Limiting distributions of least squares estimates of unstable autoregressive processes (Q1116576) (← links)
- Asymptotic theory for M-estimates in unstable AR(\(p\)) processes with infinite variance innovations (Q1644434) (← links)
- Asymptotic behaviour of M-estimators in \(AR(p)\) models under nonstandard conditions (Q2738928) (← links)
- RATE OF CONVERGENCE OF CENTRED ESTIMATES OF AUTOREGRESSIVE PARAMETERS FOR INFINITE VARIANCE AUTOREGRESSIONS (Q3809088) (← links)