scientific article; zbMATH DE number 1124635

zbMath0935.62095MaRDI QIDQ4378665

Keith Knight

Publication date: 8 May 2000

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

limiting distributionsautoregressive processesBahadur-Kiefer theorems

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Related Items (5)

Least-modules estimates for spatial autoregression coefficients ⋮ Averaged Autoregression Quantiles in Autoregressive Model ⋮ Asymptotic behaviour of M-estimators in AR(p) models under nonstandard conditions ⋮ Sample heterogeneity and M-estimation ⋮ Limiting distributions for \(L_1\) regression estimators under general conditions

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