Parametric estimation in autoregressive processes under quasi-associated random errors

DOI10.1016/j.crma.2015.10.008zbMath1343.62052OpenAlexW2182368339MaRDI QIDQ282729

Idir Arab, Abdelnasser Dahmani

Publication date: 12 May 2016

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

Full work available at URL: https://doi.org/10.1016/j.crma.2015.10.008

zbMATH Keywords

autoregressive processesparametric estimationquasi-associated random variables

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

Cites Work

• A statistical version of the central limit theorem for vector-valued random fields.
• An exponential inequality under weak dependence
• Fixed accuracy estimation of an autoregressive parameter
• Correlation inequalities on some partially ordered sets
• Study of the consistency of a stochastic algorithm under mixing
• Likelihood analysis of a first‐order autoregressive model with exponential innovations
• Complete Convergence and the Law of Large Numbers
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