Asymptotic Distributions of Some Scale Estimators in Nonlinear Models With Long Memory Errors Having Infinite Variance

DOI10.1111/jtsa.12265zbMath1395.62033OpenAlexW2765690226MaRDI QIDQ4640220

Donatas Surgailis, Hira L. Koul

Publication date: 16 May 2018

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12265

zbMATH Keywords

medianabsolute residualspairwise absolute differencesscale estimators

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric robustness (62G35) Nonparametric estimation (62G05) Stationary stochastic processes (60G10)

Related Items (1)

Long range dependence for stable random processes

This page was built for publication: Asymptotic Distributions of Some Scale Estimators in Nonlinear Models With Long Memory Errors Having Infinite Variance