Asymptotic behaviour of M-estimators in AR(p) models under nonstandard conditions
| Year of publication: |
2001-03
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|---|---|
| Authors: | Hallin, Marc ; El Bantli, Faouzi |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Subject: | Autoregression quantiles | Autoregressive model | Bootstrap | Limiting distribution | M-estimators |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | SCOPUS: ar.j Published in: Canadian journal of statistics (2001) v.29 n° 1,p.155-168 |
| Source: |
Persistent link: https://www.econbiz.de/10011011532