Bahadur-Kiefer representations for GM-estimators in autoregression models
type: Item
instance of: scholarly article
title: Bahadur-Kiefer representations for GM-estimators in autoregression models
zbMATH Open document ID: 0817.62077
DOI: 10.1016/0304-4149(95)00008-U
author: Hira L. Koul
author: Zhiwei Zhu
published in: Stochastic Processes and their Applications
publication date: 1995-05-23T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 757546
zbMATH Keywords: Freedman inequality
zbMATH Keywords: generalized \(M\)-estimators
zbMATH Keywords: Huber \((k)\) estimators
zbMATH Keywords: strong consistency
zbMATH Keywords: autoregression
zbMATH Keywords: score function
zbMATH Keywords: rate of convergence
zbMATH Keywords: Bahadur-Kiefer type representations
zbMATH Keywords: least square
zbMATH Keywords: least absolute deviation
MaRDI profile type: Publication
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full work available at URL: 0304-4149(95)00008-u
OpenAlex ID: W2083373394
description: scientific article; zbMATH DE number 757546