Trimmed Least Square Estimators for Stable Ar(1) Processes

DOI10.1556/314.2022.00003OpenAlexW4213043554MaRDI QIDQ5074720

Alina Bazarova, Lajos Horváth, István Berkes

Publication date: 9 May 2022

Published in: Mathematica Pannonica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1556/314.2022.00003

zbMATH Keywords

consistencyautoregressive processestrimmingleast square estimatorstable errors

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Order statistics; empirical distribution functions (62G30)

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