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

DOI10.1007/s10463-022-00864-0arXiv2301.02291MaRDI QIDQ6175878

Hailin Sang, Guangyu Yang, Nannan Ma

Publication date: 21 August 2023

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2301.02291

zbMATH Keywords

asymptotic distributionautoregressive processeslocal to unityunit root testleast absolute deviation estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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