Geometric ergodicity and conditional self‐weighted M‐estimator of a GRCAR(p) model with heavy‐tailed errors (Q6135355)
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scientific article; zbMATH DE number 7731485
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Geometric ergodicity and conditional self‐weighted M‐estimator of a GRCAR(p) model with heavy‐tailed errors |
scientific article; zbMATH DE number 7731485 |
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Geometric ergodicity and conditional self‐weighted M‐estimator of a GRCAR(p) model with heavy‐tailed errors (English)
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24 August 2023
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asymptotic normality
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generalized random coefficient autoregressive model
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geometric ergodicity
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self-weighted M-estimator
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stochastic functional autoregression
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