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Weak convergence in the functional autoregressive model

✍ Scribed by André Mas


Book ID
108185499
Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
336 KB
Volume
98
Category
Article
ISSN
0047-259X

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Strong convergence of estimators in nonl
✍ Eckhard Liebscher 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 214 KB

In the paper we prove rates of strong convergence of M-estimators for the parameters in a general nonlinear autoregressive model. In the proofs we utilize a variational principle from stochastic optimization theory which was proved by Shapiro (Ann. Oper. Res. 30 (1991) 169). The application of the g