One‐step M‐estimators in the linear model, with dependent errors (Q4311480): Difference between revisions

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Latest revision as of 10:02, 23 May 2024

scientific article; zbMATH DE number 672370
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English
One‐step M‐estimators in the linear model, with dependent errors
scientific article; zbMATH DE number 672370

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    One‐step M‐estimators in the linear model, with dependent errors (English)
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    30 November 1994
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    L1-estimator
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    asymptotic normality
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    robust \(M\)-estimation
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    weakly stationary
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    dependence
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    time series of finite length
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    autocorrelation parameters
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    transformed model
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    one-step \(M\)-estimates
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    regression estimates
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    simulation
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    Huber-type \(M\)-estimators
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    bias
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    mean squared error
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    coverage probabilities of confidence intervals
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