Asymptotic expansion of \(M\)-estimators with long-memory errors (Q1359427)

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Asymptotic expansion of \(M\)-estimators with long-memory errors
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    title
    Asymptotic expansion of \(M\)-estimators with long-memory errors (English)
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    author
    Hira L. Koul
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    publication date
    23 April 1998
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    zbMATH DE Number
    1029343
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    zbMATH Keywords
    moving average errors
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    Appell polynomials
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    second order efficiency
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