ON <i>M</i>‐Estimation Under Long‐Range Dependence in Volatility (Q5430495): Difference between revisions

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+On large-sample estimation for the mean of a stationary random sequence
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+M Estimators of Location for Gaussian and Related Processes With Slowly Decaying Serial Correlations
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+Asymptotic uniform linearity of some robust statistics under exponentially subordinated strongly dependent models
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+Non-central limit theorems for non-linear functional of Gaussian fields
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+Robust Statistics
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+On convergence of the uniform norms for Gaussian processes and linear approximation problems
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+M-estimators in linear models with long range dependent errors
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+Long-range dependence and Appell rank
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+Convergence of integrated processes of arbitrary Hermite rank
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+Publication:5430495