Weak convergence of randomly weighted dependent residual empiricals with applications to autoregression

DOI10.1214/aos/1176325383zbMath0836.62063OpenAlexW1966220585MaRDI QIDQ1327857

Mina Ossiander, Hira L. Koul

Publication date: 6 May 1996

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176325383

zbMATH Keywords

Brownian bridgerobust estimatorsrandomly weighted residual empirical processesautoregression modelsasymptotic uniform linearity of rank statisticsJaeckel-type estimatorsminimum distance rank estimators

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

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