\(P\)-convergence of the TRA estimates: The \(MA(q)\) model

DOI10.1016/S1631-073X(02)02461-5zbMath1029.62072MaRDI QIDQ1852834

Khalid El Himdi, Nawale Berrahou

Publication date: 3 February 2004

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Influence functionals for time series (with discussion)
• Time series: theory and methods.
• Robust Estimation of the First-Order Autoregressive Parameter
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