Pages that link to "Item:Q5249203"

The following pages link to M-estimation for Moderate Deviations From a Unit Root (Q5249203):

Displaying 9 items.

• Limit theory for moderate deviations from a unit root (Q278238) (← links)
• Jackknife estimation with a unit root (Q383929) (← links)
• Smoothing local-to-moderate unit root theory (Q736676) (← links)
• Quantiles for \(t\)-statistics based on \(M\)-estimators of unit roots (Q1978558) (← links)
• Asymptotic distribution of the conditional-sum-of-squares estimator under moderate deviation from a unit root in MA(1) (Q2407792) (← links)
• Asymptotic theory for LAD estimation of moderate deviations from a unit root (Q2453917) (← links)
• Asymptotic inference of least absolute deviation estimation for AR(1) processes (Q5085613) (← links)
• Asymptotic properties of the M-estimation for an AR(1) process with a general autoregressive coefficient (Q6164871) (← links)
• Asymptotics of M-estimators for moderate deviations from a unit root model with possibly infinite variance (Q6549186) (← links)