Asymptotics of some estimators and sequential residual empiricals in nonlinear time series (Q1922413)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asymptotics of some estimators and sequential residual empiricals in nonlinear time series |
scientific article; zbMATH DE number 922147
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of some estimators and sequential residual empiricals in nonlinear time series |
scientific article; zbMATH DE number 922147 |
Statements
Asymptotics of some estimators and sequential residual empiricals in nonlinear time series (English)
0 references
14 July 1997
0 references
threshold autoregression models
0 references
asymptotically distribution free
0 references
\(R\)-estimators
0 references
Hodges-Lehmann estimators
0 references
\(M\)-estimators
0 references
Huber estimators
0 references
least absolute deviation estimators
0 references
testing of goodness-of-fit
0 references
asymptotic uniform linearity
0 references
nonlinear time series
0 references
regression models
0 references
asymptotic expansion
0 references
sequential residual empirical process
0 references
asymptotic normality
0 references
minimum distance estimators
0 references
change point
0 references
exponential autoregression models
0 references
unified functional approach
0 references
robust inference
0 references
0 references
0 references
