ROBUST ESTIMATION IN PARAMETRIC TIME SERIES MODELS UNDER LONG- AND SHORT-RANGE-DEPENDENT STRUCTURES (Q2810370): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q1304372 |
||
| Property / author | |||
| Property / author: J. T. Gao / rank | |||
Revision as of 16:37, 22 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ROBUST ESTIMATION IN PARAMETRIC TIME SERIES MODELS UNDER LONG- AND SHORT-RANGE-DEPENDENT STRUCTURES |
scientific article |
Statements
ROBUST ESTIMATION IN PARAMETRIC TIME SERIES MODELS UNDER LONG- AND SHORT-RANGE-DEPENDENT STRUCTURES (English)
0 references
1 June 2016
0 references
\(\alpha\)-mixing
0 references
asymptotic normality
0 references
consistency
0 references
linear regression models
0 references
long-range dependence
0 references
M-estimation
0 references
