Asymptotic expansion of \(M\)-estimators with long-memory errors
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Publication:1359427
DOI10.1214/aos/1031833675zbMath0885.62101OpenAlexW1971715877MaRDI QIDQ1359427
Hira L. Koul, Donatas Surgailis
Publication date: 23 April 1998
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1031833675
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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