Asymptotic theory for LAD estimation of moderate deviations from a unit root
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DOI: 10.1016/j.spl.2014.03.004
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- Xinghui Wang & Wenjing Geng & Ruidong Han & Qifa Xu, 2023. "Asymptotic Properties of the M-estimation for an AR(1) Process with a General Autoregressive Coefficient," Methodology and Computing in Applied Probability, Springer, vol. 25(1), pages 1-23, March.
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Keywords
Autoregressive model; Moderate deviations; LAD estimation;All these keywords.
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