Asymptotic behaviour of M-estimators in AR(p) models under nonstandard conditions
AbstractNo abstract is available for this item.
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoPaper provided by ULB -- Universite Libre de Bruxelles in its series ULB Institutional Repository with number 2013/127962.
Date of creation: Mar 2001
Date of revision:
Publication status: Published in: Canadian journal of statistics (2001) v.29 n° 1,p.155-168
Autoregression quantiles; Autoregressive model; Bootstrap; Limiting distribution; M-estimators;
Other versions of this item:
- Marc Hallin & Faouzi El Bantli, 2001. "Asymptotic behavior of M-estimators in AR(p) models under nonstandard conditions," ULB Institutional Repository 2013/2105, ULB -- Universite Libre de Bruxelles.
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Jonathan Hill, 2006. "Asymptotically Nuisance-Parameter-Free Consistent Tests of Lp-Functional Form," Working Papers, Florida International University, Department of Economics 0608, Florida International University, Department of Economics.
- Duchesne, Pierre, 2004. "On robust testing for conditional heteroscedasticity in time series models," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 46(2), pages 227-256, June.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Benoit Pauwels).
If references are entirely missing, you can add them using this form.