On the Asymptotic Distribution of a Weighted Least Absolute Deviation Estimate for a Bifurcating Autoregressive Process

Author:

Terpstra Jeff T.

Publisher

Springer International Publishing

Reference16 articles.

1. Bartle, R. G. (1976). The elements of real analysis (2nd ed.). New York/London/Sydney: Wiley.

2. Basawa, I.V., & Zhou, J. (2004). Non-Gaussian bifurcating models and quasi-likelihood estimation. Journal of Applied Probability, 41A, 55–64.

3. Bui, Q. M., & Huggins, R. M. (1998). Robust inference for the bivariate bifurcating autoregressive model. Australian & New Zealand Journal of Statistics, 40(2), 151–163.

4. Hall, P., & Heyde, C. C. (1980). Martingale limit theory and its application. New York: Academic.

5. Hamilton, J. D. (1994). Time series analysis. Princeton, NJ: Princeton University Press.

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