On the Asymptotic Distribution of a Weighted Least Absolute Deviation Estimate for a Bifurcating Autoregressive Process

DOI10.1007/978-3-319-39065-9_5zbMath1366.62179OpenAlexW2523364520MaRDI QIDQ5280261

Jeffrey T. Terpstra

Publication date: 20 July 2017

Published in: Robust Rank-Based and Nonparametric Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-39065-9_5

zbMATH Keywords

asymptotic distributionasymptotic normalitymedianleast absolute deviation estimateL1-estimatesbifurcating autoregressive modelSchweppe weights

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Nonparametric robustness (62G35) Central limit and other weak theorems (60F05)

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