Asymptotic expansion of \(M\)-estimators with long-memory errors (Q1359427): Difference between revisions

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-Donatas Surgailis
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+Donatas Surgailis
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+MaRDI publication profile
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+https://doi.org/10.1214/aos/1031833675
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+W1971715877
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+Noncentral limit theorems and Appell polynomials
@@ Property / cites work: Noncentral limit theorems and Appell polynomials / rank @@
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+M Estimators of Location for Gaussian and Related Processes With Slowly Decaying Serial Correlations
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+Q5560061
@@ Property / cites work: Q5560061 / rank @@
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+The empirical process of some long-range dependent sequences with an application to U-statistics
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@@ Property / cites work @@
+Q5624436
@@ Property / cites work: Q5624436 / rank @@
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@@ Property / cites work @@
+Asymptotic normality of regression estimators with long memory errors
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@@ Property / cites work @@
+Q3742423
@@ Property / cites work: Q3742423 / rank @@
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@@ Property / cites work @@
+On the asymptotic expansion of the empirical process of long-memory moving averages
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@@ Property / cites work @@
+M-estimators in linear models with long range dependent errors
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@@ Property / cites work @@
+Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors
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@@ Property / cites work @@
+Q3662382
@@ Property / cites work: Q3662382 / rank @@
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+A representation for self-similar processes
@@ Property / cites work: A representation for self-similar processes / rank @@
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@@ Property / cites work @@
+Convergence of integrated processes of arbitrary Hermite rank
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@@ links / mardi / name / links / mardi / name @@
+Publication:1359427