Pages that link to "Item:Q2065285"

The following pages link to Asymptotics for the conditional self-weighted M-estimator of GRCA(1) models with possibly heavy-tailed errors (Q2065285):

Displaying 8 items.

• Asymptotics of self-weighted M-estimators for autoregressive models (Q506578) (← links)
• An exponential-squared estimator in the autoregressive model with heavy-tailed errors (Q1747582) (← links)
• Asymptotics for the random coefficient first-order autoregressive model with possibly heavy-tailed innovations (Q2345655) (← links)
• Random weighting method for M-test in linear model with dependent errors (Q6118253) (← links)
• Geometric ergodicity and conditional self‐weighted M‐estimator of a GRCAR(p) model with heavy‐tailed errors (Q6135355) (← links)
• Strong consistency for the conditional self-weighted \(M\) estimator of GRCA\((p)\) Models (Q6164827) (← links)
• Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises (Q6489810) (← links)
• Asymptotics for the conditional self-weighted \(M\) estimator of GRCA\((p)\) models and its statistical inference (Q6549269) (← links)