\(M\)-estimation of linear models with dependent errors (Q995413): Difference between revisions

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+Wei-Biao Wu
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+FinTS
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+math/0412268
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+Cox's regression model for counting processes: A large sample study
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+Second order representations of the least absolute deviation regression estimator
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+Strong representations for LAD estimators in linear models
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+On deviations between empirical and quantile processes for mixing random variables
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+A Note on Quantiles in Large Samples
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+Asymptotic Theory of Least Absolute Error Regression
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+Necessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errors
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+Q3321260
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+On almost sure expansions for M-estimates
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+Asymptotic normality of minimum \(L_ 1\)-norm estimates in linear models
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+M-estimation for linear models with spatially-correlated errors
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+M-estimation for autoregression with infinite variance
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+Iterated Random Functions
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+Mixing: Properties and examples
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+Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
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+On tail probabilities for martingales
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+The behavior of robust estimators on dependent data
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+On the Asymptotic Theory of Fixed-Size Sequential Confidence Bounds for Linear Regression Parameters
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+On the Strong Mixing Property for Linear Sequences
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+Concavity and estimation
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+Central limit theorems for time series regression
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+A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
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+A Bahadur-type representation for empirical quantiles of a large class of stationary, possibly infinite-variance, linear processes
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+On the asymptotic distributions of partial sums of functionals of infinite-variance moving averages
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+Robust regression: Asymptotics, conjectures and Monte Carlo
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+Robust Statistics
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+Regression Quantiles
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+Behavior of robust estimators in the regression model with dependent errors
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+Second-order behavior of M-estimators in linear regression with long-memory errors
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+Ordinary and proper location <i>M</i>-estimates for autoregressive-moving average models
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+Asymptotics for \(M\)-estimators defined by convex minimization
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+Some mixing properties of time series models
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+Robust estimation in dependent situations
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+Further remarks on robust estimation in dependent situations
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+Current developments in time series modelling
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+Linear representation of M-estimates in linear models
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+Convex Analysis
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+Asymptotic normality of p-norm estimators in multiple regression
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+On the random series \(\sum\pm\lambda^ n\) (an Erdös problem)
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+Stable limits of empirical processes of moving averages with infinite variance.
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+Analysis of Financial Time Series
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+Bahadur representations for robust scale estimators based on regression residuals
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+On M-processes and M-estimation
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+Q5732117
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+Conditions for linear processes to be strong-mixing
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+Q4450683
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+On the Bahadur representation of sample quantiles for dependent sequences
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+Nonlinear system theory: Another look at dependence
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+Limit theorems for iterated random functions
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+Robust estimation in the linear model
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+Asymptotic behavior of M-estimators for the linear model
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+Some contributions to M-estimation in linear models
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