Bahadur-Kiefer representations for GM-estimators in linear Markov models with errors in variables

DOI10.1016/S0167-7152(98)00236-3zbMath0948.62063MaRDI QIDQ1962221

Kamal C. Chanda

Publication date: 24 October 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Markov processes: estimation; hidden Markov models (62M05) Strong limit theorems (60F15)

Cites Work

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• A Note on Quantiles in Large Samples
• On Bahadur's Representation of Sample Quantiles
• The Hartman-Wintner Law of the Iterated Logarithm for Martingales

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