TAM model is a kind of nonlinear time series models which is growing popularity.In this paper,a kind of robust estimators called rank estimators of the parameter of the TAM is proposed.we study the properties of such ...TAM model is a kind of nonlinear time series models which is growing popularity.In this paper,a kind of robust estimators called rank estimators of the parameter of the TAM is proposed.we study the properties of such estimators and the asymptotic normality.展开更多
文摘TAM model is a kind of nonlinear time series models which is growing popularity.In this paper,a kind of robust estimators called rank estimators of the parameter of the TAM is proposed.we study the properties of such estimators and the asymptotic normality.
