Asymptotics for the conditional self-weighted \(M\) estimator of GRCA\((p)\) models and its statistical inference (Q6549269)
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scientific article; zbMATH DE number 7859057
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for the conditional self-weighted \(M\) estimator of GRCA\((p)\) models and its statistical inference |
scientific article; zbMATH DE number 7859057 |
Statements
Asymptotics for the conditional self-weighted \(M\) estimator of GRCA\((p)\) models and its statistical inference (English)
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3 June 2024
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asymptotic normality
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generalised random coefficient autoregressive model
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self-weighted \(M\) estimator
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simulation
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Wald test
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