Asymptotic expansion of \(M\)-estimators with long-memory errors (Q1359427): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q169494 |
||
| Property / author | |||
| Property / author: Donatas Surgailis / rank | |||
Revision as of 04:30, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic expansion of \(M\)-estimators with long-memory errors |
scientific article |
Statements
Asymptotic expansion of \(M\)-estimators with long-memory errors (English)
0 references
23 April 1998
0 references
moving average errors
0 references
Appell polynomials
0 references
second order efficiency
0 references
