Robust estimation in parametric time series models under long- and short-range-dependent structures (Q2810370)
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scientific article; zbMATH DE number 6588341
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| English | Robust estimation in parametric time series models under long- and short-range-dependent structures |
scientific article; zbMATH DE number 6588341 |
Statements
1 June 2016
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\(\alpha\)-mixing
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asymptotic normality
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consistency
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linear regression models
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long-range dependence
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M-estimation
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Robust estimation in parametric time series models under long- and short-range-dependent structures (English)
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0.8479827046394348
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0.8476281762123108
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0.8434802293777466
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0.8308938145637512
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0.8248244524002075
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