On nonparametric sign estimators in multiparameter autoregression

zbMath0859.62076MaRDI QIDQ1815812

Mikhaĭl Vasil'evich Boldin

Publication date: 19 November 1996

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

asymptotic efficiencyinfinite variancerobustness against outlierssign testsautoregression modelsign estimators

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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Sign tests for long-memory time series

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