Robust nonlinear regression estimation in null recurrent time series
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Publication:2236875
DOI10.1016/j.jeconom.2020.03.028MaRDI QIDQ2236875
Dag Tjøstheim, Francesco Bravo, Degui Li
Publication date: 26 October 2021
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.03.028
outliers; nonlinear regression; robust estimation; integrable functions; asymptotically homogeneous functions; \(\beta\)-null recurrence