Second-order behavior of M-estimators in linear regression with long-memory errors (Q5928943): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 23:40, 4 March 2024
scientific article; zbMATH DE number 1587769
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second-order behavior of M-estimators in linear regression with long-memory errors |
scientific article; zbMATH DE number 1587769 |
Statements
Second-order behavior of M-estimators in linear regression with long-memory errors (English)
0 references
2 September 2001
0 references
Suitably standardized differences between \(M\)-estimators and least-squares estimators are shown to have a limiting distribution which depends on the dependence parameter of long memory errors.
0 references
