{"title":"Trimmed Least Square Estimators for Stable Ar(1) Processes","authors":"A. Bazarova, I. Berkes, Lajos Horváth","doi":"10.1556/314.2022.00003","DOIUrl":null,"url":null,"abstract":"We prove the weak consistency of the trimmed least square estimator of the covariance parameter of an AR(1) process with stable errors.","PeriodicalId":383314,"journal":{"name":"Mathematica Pannonica","volume":"285 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2022-02-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Mathematica Pannonica","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1556/314.2022.00003","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
We prove the weak consistency of the trimmed least square estimator of the covariance parameter of an AR(1) process with stable errors.
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