Asymptotic theory for LAD estimation of moderate deviations from a unit root
Author:
Publisher:
Year
: 2014DOI: 10.1016/j.spl.2014.03.004
Keyword(s): Autoregressive model,Moderate deviations,LAD estimation
Collections
:
-
Statistics
Asymptotic theory for LAD estimation of moderate deviations from a unit root
Show full item record
| contributor author | Zhou, Zhiyong - Lin, Zhengyan | |
| date accessioned | 2020-03-12T16:46:42Z | |
| date available | 2020-03-12T16:46:42Z | |
| date issued | 2014 | |
| identifier issn | 0167-7152 | |
| identifier other | 10.1016-j.spl.2014.03.004.pdf | |
| identifier uri | http://libsearch.um.ac.ir:80/fum/handle/fum/932846?locale-attribute=en | |
| format | general | |
| language | English | |
| publisher | Elsevier Science | |
| title | Asymptotic theory for LAD estimation of moderate deviations from a unit root | |
| type | Journal Paper | |
| contenttype | Metadata Only | |
| identifier padid | 7680332 | |
| subject keywords | Autoregressive model | |
| subject keywords | Moderate deviations | |
| subject keywords | LAD estimation | |
| identifier doi | 10.1016/j.spl.2014.03.004 | |
| journal title | Statistics & Probability Letters | |
| journal volume | 90 | |
| journal issue | 0 | |
| filesize | 372339 | |
| citations | 0 |