Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors
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Cited in
(46)- Estimation of the dependence parameter in linear regression with long-range-dependent errors
- Semiparametrically Efficient Inference Based on Signs and Ranks for Median-Restricted Models
- Goodness-of-fit testing under long memory
- Asymptotics of empirical processes of long memory moving averages with infinite variance.
- Asymptotic properties for M-estimators in linear models with dependent random errors
- REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS
- Polynomial Trend Regression With Long‐memory Errors
- On the exactness of normal approximation of LSE of regression coefficient of long-memory random fields
- QML estimators in linear regression models with functional coefficient autoregressive processes
- Lack of fit test for long memory regression models
- Generalized R-estimators under conditional heteroscedasticity
- M-estimation with incomplete and dependent multivariate data
- Asymptotic expansion of \(M\)-estimators with long-memory errors
- Time series regression with long-range dependence
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- Averaged Autoregression Quantiles in Autoregressive Model
- On Koul's minimum distance estimators in the regression models with long memory moving averages.
- \(M\)-estimation for dependent random variables
- LINEARIZATION OF RANDOMLY WEIGHTED EMPIRICALS UNDER LONG RANGE DEPENDENCE WITH APPLICATIONS TO NONLINEAR REGRESSION QUANTILES
- Semiparametric analysis of long-range dependence in nonlinear regression
- The asymptotic behaviour of a class ofL-estimators under long-range dependence
- Asymptotics of \(M\)-estimators in non-linear regression with long memory designs.
- Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors
- Template matching with ranks
- Asymptotics of estimates in constrained nonlinear regression with long-range dependent innova\-tions
- Asymptotic properties of LSE of regression coefficients on singular random fields observed on a sphere
- Minimum distance estimation in linear regression with strong mixing errors
- Theory & Methods: Local Linear Kernel Regression with Long‐Range Dependent Errors
- Robust estimation in parametric time series models under long- and short-range-dependent structures
- Local linear regression estimation for time series with long-range dependence
- Gap bootstrap methods for massive data sets with an application to transportation engineering
- Central limit theorem for the empirical process of a linear sequence with long memory
- Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors
- Efficient location and regression estimation for long range dependent regression models
- Nonparametric estimation of conditional medians for linear and related processes
- M-estimators in linear models with long range dependent errors
- Asymptotic uniform linearity of some robust statistics under exponentially subordinated strongly dependent models
- Asymptotics of minimum distance estimator in linear regression models under strong mixing
- Data analysis using regression models with missing observations and long-memory: an application study
- Second-order behavior of M-estimators in linear regression with long-memory errors
- Laplace's method and BIC model selection for least absolute value criterion
- Asymptotic normality of regression estimators with long memory errors
- Empirical process of residuals for regression models with long memory errors
- Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors
- Minimum distance estimation in linear models with long-range dependent errors
- Asymptotic inference in some heteroscedastic regression models with long memory design and errors
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