Large sample behaviour of some well-known robust estimators under long-range dependence (Q5402580)
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scientific article; zbMATH DE number 6270145
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| English | Large sample behaviour of some well-known robust estimators under long-range dependence |
scientific article; zbMATH DE number 6270145 |
Statements
Large sample behaviour of some well-known robust estimators under long-range dependence (English)
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14 March 2014
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long-range dependence
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U-process
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Hodges-Lehmann location estimator
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Bickel-Shamos scale estimator
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Croux-Rousseeuw scale estimator
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Ma-Genton autocovariance estimator
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0.7990918755531311
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0.7975505590438843
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0.7912214398384094
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0.7878946661949158
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0.7794202566146851
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