Robust Regression on Stationary Time Series: A Self‐Normalized Resampling Approach (Q4640228)
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scientific article; zbMATH DE number 6869252
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| English | Robust Regression on Stationary Time Series: A Self‐Normalized Resampling Approach |
scientific article; zbMATH DE number 6869252 |
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Robust Regression on Stationary Time Series: A Self‐Normalized Resampling Approach (English)
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16 May 2018
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time series regression
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M-estimation
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self-normalization
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subsampling
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long-range dependence
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heavy tails
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0.8913946
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0.87728316
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0.8760867
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0.8750806
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