Bazarova, Alina and Berkes, István and Horváth, Lajos (2022) Trimmed Least Square Estimators for Stable Ar(1) Processes. MATHEMATICA PANNONICA, 28_NS2 (1). pp. 16-23. ISSN 0865-2090
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Official URL: https://doi.org/10.1556/314.2022.00003
Abstract
We prove the weak consistency of the trimmed least square estimator of the covariance parameter of an AR(1) process with stable errors.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | autoregressive processes, least square estimator, consistency, trimming, stable errors |
| Subjects: | Q Science / természettudomány > QA Mathematics / matematika |
| SWORD Depositor: | MTMT SWORD |
| Depositing User: | MTMT SWORD |
| Date Deposited: | 09 May 2024 11:47 |
| Last Modified: | 09 May 2024 11:47 |
| URI: | https://real.mtak.hu/id/eprint/194442 |
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