Cited in
(23)- \(M\)-estimation of linear models with dependent errors
- Robust location estimation under dependence
- Robust online scale estimation in time series: a model-free approach
- Noise benefits to robust M-estimation of location in dependent observations
- Asymptotic behavior of regression quantiles in non-stationary, dependent cases
- Asymptotic variance of \(M\)-estimators for dependent Gaussian random variables
- Parameter estimation of autoregressive models using the iteratively robust filtered fast-\(\tau\) method
- Robust regression function estimation
- Asymptotic inference for stochastic processes
- A review of some adaptive statistical techniques
- Asymptotic behavior of \(L\)-statistics for a large class of time series
- On consistency of redescending M-kernel smoothers
- One‐step M‐estimators in the linear model, with dependent errors
- Asymptotic normality of \(L\)-statistics based on \(m(n)\)-decomposable time series
- Recursive M-estimators of location
- Stability
- M-estimation with incomplete and dependent multivariate data
- Almost sure uniform convergence rates for M-smoothers with non-monotone score functions
- The change-of-variance function: A tool to explore the effects of dependencies in spatial statistics
- The change-of-variance function for dependent data
- On location estimation for LARCH processes
- Robustness against unexpected dependence in the location model
- \(M\)-estimation for dependent random variables
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