Second-order behavior of M-estimators in linear regression with long-memory errors (Q5928943)
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scientific article; zbMATH DE number 1587769
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| English | Second-order behavior of M-estimators in linear regression with long-memory errors |
scientific article; zbMATH DE number 1587769 |
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Second-order behavior of M-estimators in linear regression with long-memory errors (English)
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2 September 2001
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Suitably standardized differences between \(M\)-estimators and least-squares estimators are shown to have a limiting distribution which depends on the dependence parameter of long memory errors.
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