Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors

DOI10.1007/s00184-006-0111-6zbMath1433.62084OpenAlexW2047923864MaRDI QIDQ745533

Degui Li, Jia Chen, Zheng Yan Lin

Publication date: 14 October 2015

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-006-0111-6

zbMATH Keywords

asymptotic distributionconsistencylinear modellong-range dependenceS-estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

Related Items

The S-estimator in the change-point random model with long memory

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