Asymptotics of M-estimators in two-phase linear regression models.
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Publication:2574536
DOI10.1016/S0304-4149(02)00185-0zbMath1075.62021OpenAlexW2148303398MaRDI QIDQ2574536
Lianfen Qian, Hira L. Koul, Donatas Surgailis
Publication date: 29 November 2005
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(02)00185-0
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)
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