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Volumn 63, Issue 2, 1997, Pages 242-258

A New Class of Consistent Estimators for Stochastic Linear Regressive Models

Author keywords

Asymptotic normality; autoregressive model; consistent estimator; robustness; stochastic regressive model

Indexed keywords


EID: 0040060127     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1997.1704     Document Type: Article
Times cited : (5)

References (16)
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  • 6
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    • (1986) Comm. Statist. Theory Methods , vol.15 , pp. 2267-2293
    • Bell, C.B.1    Smith, E.P.2
  • 10
    • 0039435044 scopus 로고
    • Regression with stable errors: An empirical characteristic function approach
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    • Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
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    • Lai, T.L.1    Wei, C.Z.2
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    • Functional limit theorems forU
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.