ROBUST ESTIMATION IN PARAMETRIC TIME SERIES MODELS UNDER LONG- AND SHORT-RANGE-DEPENDENT STRUCTURES (Q2810370): Difference between revisions

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Latest revision as of 02:58, 12 July 2024

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ROBUST ESTIMATION IN PARAMETRIC TIME SERIES MODELS UNDER LONG- AND SHORT-RANGE-DEPENDENT STRUCTURES
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    ROBUST ESTIMATION IN PARAMETRIC TIME SERIES MODELS UNDER LONG- AND SHORT-RANGE-DEPENDENT STRUCTURES (English)
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    1 June 2016
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    \(\alpha\)-mixing
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    asymptotic normality
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    consistency
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    linear regression models
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    long-range dependence
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    M-estimation
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