Asymptotic inference of least absolute deviation estimation for AR(1) processes

DOI10.1080/03610926.2018.1549252OpenAlexW2908447498MaRDI QIDQ5085613

Huilong Wang, Shuhe Hu, Xinghui Wang, Hong Rui Wang

Publication date: 27 June 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2018.1549252

zbMATH Keywords

uniform limitmildly explosive autoregressionleast absolute deviation estimationnearly stationary autoregression

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Related Items (1)

Least absolute deviation estimation for AR(1) processes with roots close to unity

Cites Work

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• Unnamed Item

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