Sebastião, J.; Martins, A.; Ferreira, H.; Pereira, L. - In: TEST: An Official Journal of the Spanish Society of … 22 (2013) 4, pp. 549-579
sequences satisfying a mild oscillation restriction. For the proposed estimator, properties such as consistency and asymptotic … normality are studied. Finally, the performance of the estimator is assessed through simulation studies for autoregressive …