Pages that link to "Item:Q2738928"
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The following pages link to Asymptotic behaviour of M-estimators in \(AR(p)\) models under nonstandard conditions (Q2738928):
Displaying 5 items.
- On robust testing for conditional heteroscedasticity in time series models (Q956923) (← links)
- M-estimation in linear models under nonstandard conditions. (Q1427512) (← links)
- (Q3071651) (← links)
- Sample heterogeneity and M-estimation (Q5931392) (← links)
- The asymptotic behaviors for autoregression quantile estimates (Q6579725) (← links)