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Bahadur-Kiefer representations for GM-estimators in autoregression models - MaRDI portal

Bahadur-Kiefer representations for GM-estimators in autoregression models (Q1890719)

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scientific article; zbMATH DE number 757546
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Bahadur-Kiefer representations for GM-estimators in autoregression models
scientific article; zbMATH DE number 757546

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    Bahadur-Kiefer representations for GM-estimators in autoregression models (English)
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    23 May 1995
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    Freedman inequality
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    generalized \(M\)-estimators
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    Huber \((k)\) estimators
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    strong consistency
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    autoregression
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    score function
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    rate of convergence
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    Bahadur-Kiefer type representations
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    least square
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    least absolute deviation
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