Pages that link to "Item:Q1819506"

The following pages link to A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations (Q1819506):

Displayed 12 items.

• On robust testing for conditional heteroscedasticity in time series models (Q956923) ‎ (← links)
• Generic uniform convergence and equicontinuity concepts for random functions. An exploration of the basic structure (Q1318986) ‎ (← links)
• Partially adaptive estimation via a normal mixture (Q1341193) ‎ (← links)
• On the robustness of two alternatives to least squares: A Monte Carlo study (Q1389543) ‎ (← links)
• Partially adaptive estimation of autoregressive processes via a normal mixture (Q1611817) ‎ (← links)
• Strong convergence of estimators in nonlinear autoregressive models (Q1873108) ‎ (← links)
• On consistent statistical procedures in regression (Q2502143) ‎ (← links)
• Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts (Q3974560) ‎ (← links)
• Basic structure of the asymptotic theory in dynamic nonlinear econometric models (Q3989294) ‎ (← links)
• Partially adaptive estimation of nonlinear models via a normal mixture (Q4246595) ‎ (← links)
• A note on partially adaptive estimation via a normal mixture (Q4337185) ‎ (← links)
• On the formulation of uniform laws of large numbers: a truncation approach (Q4763468) ‎ (← links)