Pages that link to "Item:Q5928943"

The following pages link to Second-order behavior of M-estimators in linear regression with long-memory errors (Q5928943):

Displaying 11 items.

• Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors (Q546079) (← links)
• \(M\)-estimation of linear models with dependent errors (Q995413) (← links)
• Asymptotic properties of the \(M\)-estimates of parameters in a nonlinear regression model with discrete time and singular spectrum (Q1729565) (← links)
• Goodness-of-fit tests for long memory moving average marginal density (Q1938500) (← links)
• An \(M\)-estimator for the long-memory parameter (Q2407067) (← links)
• Empirical process of residuals for regression models with long memory errors (Q2452780) (← links)
• On location estimation for LARCH processes (Q2507743) (← links)
• On the Strong Consistency of M-Estimates in Linear Models for Negatively Superadditive Dependent Errors (Q2804157) (← links)
• ROBUST ESTIMATION IN PARAMETRIC TIME SERIES MODELS UNDER LONG- AND SHORT-RANGE-DEPENDENT STRUCTURES (Q2810370) (← links)
• Asymptotic properties of $M$-estimators of parameters of a nonlinear regression model with a random noise whose spectrum is singular (Q2960455) (← links)
• ON <i>M</i>‐Estimation Under Long‐Range Dependence in Volatility (Q5430495) (← links)