Robust Estimators in Non-linear Regression Models with Long-Range Dependence
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Publication:3567635
DOI10.1007/978-0-387-79936-0_9zbMath1192.62041MaRDI QIDQ3567635
Nikolai N. Leonenko, Alexander V. Ivanov
Publication date: 17 June 2010
Published in: Optimal Design and Related Areas in Optimization and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-0-387-79936-0_9
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
60F05: Central limit and other weak theorems
62F35: Robustness and adaptive procedures (parametric inference)
62J02: General nonlinear regression
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