Multivariate functional least squares

DOI10.1016/0047-259X(88)90152-2MaRDI QIDQ1118293zbMATH OpenFDO

Authors Christopher R. Heathcote, Alan H. Welsh

Publication date 1988

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

weak convergencemultivariate regression modeladaptive estimatormultivariate autoregressive processesstrong uniform consistencyasymmetric marginal distributionsfunctional least squareslimiting covariance matrixrobust large sample method

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• scientific article; zbMATH DE number 3833123 (Why is no real title available?)
• scientific article; zbMATH DE number 3822927 (Why is no real title available?)
• scientific article; zbMATH DE number 3774725 (Why is no real title available?)
• scientific article; zbMATH DE number 3550005 (Why is no real title available?)
• scientific article; zbMATH DE number 3550024 (Why is no real title available?)
• scientific article; zbMATH DE number 3238721 (Why is no real title available?)
• scientific article; zbMATH DE number 3393603 (Why is no real title available?)
• A class of multivariate symmetric stable distributions
• An angular approach for linear data
• Arbitrary hypotheses in linear mod fi.S with unbalanced data
• Asymptotic behavior of least-squares estimates for autoregressive processes with infinite variances
• Limit behaviour of the empirical characteristic function
• On the estimation of slope and the identification of outliers in linear regression
• Testing for linearity
• The robust estimation of autoregressive processes by functional least squares
• Weak convergence of the empirical characteristic function

Cited in

(7)

• On the asymptotic distribution of a multivariate GR-estimate for a VAR(p) time series.
• A comparative study of some robust methods for coefficient-estimation in linear regression
• scientific article; zbMATH DE number 1928705 (Why is no real title available?)
• Functional learning in signal processing via least squares
• Robust functional estimation in the multivariate partial linear model
• Multivariate autoregressive time series using Schweppe weighted Wilcoxon estimates
• WeightedL₁-estimates for a VAR(p) time series model

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