One‐step M‐estimators in the linear model, with dependent errors (Q4311480): Difference between revisions
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Revision as of 16:15, 5 March 2024
scientific article; zbMATH DE number 672370
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | One‐step M‐estimators in the linear model, with dependent errors |
scientific article; zbMATH DE number 672370 |
Statements
One‐step M‐estimators in the linear model, with dependent errors (English)
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30 November 1994
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L1-estimator
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asymptotic normality
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robust \(M\)-estimation
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weakly stationary
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dependence
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time series of finite length
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autocorrelation parameters
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transformed model
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one-step \(M\)-estimates
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regression estimates
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simulation
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Huber-type \(M\)-estimators
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bias
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mean squared error
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coverage probabilities of confidence intervals
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