ASYMPTOTIC THEORY FOR SOME HIGH BREAKDOWN POINT ESTIMATORS

DOI10.1017/S0266466602185070zbMath1033.62088MaRDI QIDQ4807330

Victoria Zinde-Walsh

Publication date: 18 May 2003

Published in: Econometric Theory (Search for Journal in Brave)

zbMATH Keywords

least absolute deviation estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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