Trimmed Least Square Estimators for Stable Ar(1) Processes
نویسندگان
چکیده
We prove the weak consistency of trimmed least square estimator covariance parameter an AR(1) process with stable errors.
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ژورنال
عنوان ژورنال: Mathematica Pannonica
سال: 2022
ISSN: ['0865-2090']
DOI: https://doi.org/10.1556/314.2022.00003