Alina Bazarova University of Cologne, Institute of Biological Physics

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István Berkes Alfréd Rényi Institute of Mathematics, Budapest, Hungary

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Lajos Horváth University of Utah, Department of Mathematics

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Open access

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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    Bazarova, A., Berkes, I., and Horváth, L. Trimmed stable autoregressive processes. Stoch. Proc. Appl. 124 (2014), 34413462.

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    Berkes, I., Horváth, L., Ling, S., and Schauer, J. Testing for structural change of AR model to threshold AR model. J. Time Series Analysis 32 (2011), 547565.

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    Berkes, I., Horváth, L., and Schauer, J. Asymptotics of trimmed CUSUM statistics. Bernoulli 17 (2011), 13441367.

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    Davydov, Y. Weak convergence of discontinuous processes to continuous ones. In: Probability theory and mathematical statistics. Amsterdam: Gordon and Breach 1996, pages 1518.

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Editor in Chief: László TÓTH (University of Pécs)

Honorary Editors in Chief:

  • † István GYŐRI (University of Pannonia, Veszprém)
  • János PINTZ (Rényi Institute of Mathematics)
  • Ferenc SCHIPP (Eötvös University Budapest and University of Pécs)
  • Sándor SZABÓ (University of Pécs)

Deputy Editors in Chief:

  • Erhard AICHINGER (JKU Linz)
  • Ferenc HARTUNG (University of Pannonia, Veszprém)
  • Ferenc WEISZ (Eötvös University, Budapest)

Editorial Board

  • György DÓSA (University of Pannonia, Veszprém)
  • István BERKES (Rényi Institute of Mathematics)
  • Károly BEZDEK (University of Calgary)
  • Balázs KIRÁLY – Managing Editor (University of Pécs)
  • Vedran KRCADINAC (University of Zagreb) 
  • Željka MILIN ŠIPUŠ (University of Zagreb)
  • Margit PAP (University of Pécs)
  • Mihály PITUK (University of Pannonia, Veszprém)
  • Jörg THUSWALDNER (Montanuniversität Leoben)
  • Zsolt TUZA (University of Pannonia, Veszprém)

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  • Gabriella BÖHM (Akadémiai Kiadó, Budapest)
  • György GÁT (University of Debrecen)

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Mathematica Pannonica
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