References
- The Annals of Mathematical Statistics v.30 On asymptotic distributions of estimates of parameters of stochastic difference equations Anderson, T. W. https://doi.org/10.1214/aoms/1177706198
- Probability and Measure (2nd ed.) Billingsley,P.
- Journal of Time Series Analysis v.12 Strong consistency and asymptotic normality of l1 estimates of the autoregressive moving-average model Dunsmuir, W. T. M.; Spencer, N. M. https://doi.org/10.1111/j.1467-9892.1991.tb00071.x
- Introduction to Statistical Time Series (2nd ed.) Fuller, W. A.
- Martingale Limit Theory and Its Applications Hall, P.; Heyde, C. C.
- Journal of the Korean Statistical Society v.27 Strong representations for LAD estimators in AR(1) models Kang, H.-J.; Shin, K.-I.
- Stochastic Processes and Their Applications v.57 Bahadur-Kiefer representations for GM-estimators in autoregression models Koul, H. L.; Zhu, Zhiwei https://doi.org/10.1016/0304-4149(95)00008-U