Asymptotic normality of Huber-Dutter estimators in a linear model with AR(1) processes

DOI10.1016/j.jspi.2012.08.012zbMath1428.62318OpenAlexW2161276768MaRDI QIDQ1926390

Hong Chang Hu

Publication date: 28 December 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2012.08.012

zbMATH Keywords

asymptotic normalityautoregressive processesHuber-Dutter estimatorlinear regression model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

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