Search by keyword: "asymptotic relative efficiency"
Robust Identification of an Exponential Autoregressive Model
| Authors: Goryainov A.V., Goryainov V.B., Khing W.M. | Published: 08.08.2020 |
| Published in issue: #4(91)/2020 | |
| DOI: 10.18698/1812-3368-2020-4-42-57 | |
| Category: Mathematics and Mechanics | Chapter: Computational Mathematics | |
| Keywords: exponential autoregression, robust estimate, consistency, asymptotic normality, asymptotic relative efficiency | |
Robust Estimation in Threshold Autoregression
| Authors: Goryainov V.B., Goryainova E.R. | Published: 22.11.2017 |
| Published in issue: #6(75)/2017 | |
| DOI: 10.18698/1812-3368-2017-6-19-30 | |
| Category: Mathematics and Mechanics | Chapter: Probability Theory and Mathematical Statistics | |
| Keywords: threshold autoregression model, M-estimates, asymptotic normality, asymptotic relative efficiency, Tukey distribution | |
Comparison of Maximum Likelihood and Least Absolute Deviate Estimation in Random Coefficients Autoregressive Model
| Authors: Goryainov V.B., Goryainova E.R. | Published: 17.06.2015 |
| Published in issue: #3(60)/2015 | |
| DOI: 10.18698/1812-3368-2015-3-20-30 | |
| Category: Mathematics and Mechanics | Chapter: Probability Theory and Mathematical Statistics | |
| Keywords: random coefficient autoregressive model, least absolute deviations estimate, maximum likelihood estimate, asymptotic relative efficiency | |
Asymptotic Normality of Least Modulus Estimations of Coefficients of Spatial Autoregression
| Authors: Goryainov V.B. | Published: 28.08.2013 |
| Published in issue: #1(40)/2011 | |
| DOI: | |
| Category: Mathematics and Mechanics | |
| Keywords: spatial autoregression, least modulus estimations, asymptotic normality, asymptotic relative efficiency | |