Adaptive R-estimation in a linear regression model with ARMA errors (Q4454274)
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scientific article; zbMATH DE number 2052629
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| English | Adaptive R-estimation in a linear regression model with ARMA errors |
scientific article; zbMATH DE number 2052629 |
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Adaptive R-estimation in a linear regression model with ARMA errors (English)
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8 March 2004
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adaptivity
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asymptotic linearity
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local asymptotic normality
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local asymptotic minimaxity
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\(R\)-estimation
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ARMA models
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0.93521136
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0.9288621
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0.9194174
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0.9187623
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0.9147387
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0.9085677
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