Efficiencies of tests and estimators for p-order autoregressive processes when the error distribution is nonnormal
type: Item
instance of: scholarly article
title: Efficiencies of tests and estimators for p-order autoregressive processes when the error distribution is nonnormal
zbMATH Open document ID: 0509.62080
author: Yanyan Li
published in: Annals of the Institute of Statistical Mathematics
publication date: 1982-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F05
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62F35
zbMATH DE Number: 3804711
zbMATH Keywords: contiguity
zbMATH Keywords: nonnormal shocks
zbMATH Keywords: thick tailed distributions
zbMATH Keywords: double exponential distributions
zbMATH Keywords: t-distributions
zbMATH Keywords: mixtures of normal distributions
zbMATH Keywords: Pitman efficiencies of tests
zbMATH Keywords: asymptotic efficiencies of point estimators
zbMATH Keywords: robustness
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 3804711