Strong Consistency of the Conditional Least Squares Estimator for a Nonstationary Process. Example of the Garch Model

2000 Mathematics Subject Classification: Primary: 62M10, 62J02, 62F12, 62M05, 62P05, 62P10; secondary: 60G46, 60F15.

Application of the D-Fullness Technique for Breakdown Point Study of the Trimmed Likelihood Estimator to a Generalized Logistic Model

2000 Mathematics Subject Classification: 62J12, 62F35

A Generalized Quasi-Likelihood Estimator for Nonstationary Stochastic Processes−Asymptotic Properties and Examples

2010 Mathematics Subject Classification: 62F12, 62M05, 62M09, 62M10, 60G42.

Large and Moderate Deviations Principles for Recursive Kernel Estimator of a Multivariate Density and its Partial Derivatives

2000 Mathematics Subject Classification: 62G07, 60F10.