Robust Estimators in Non-linear Regression Models with Long-Range Dependence

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

Mathematics Subject Classification ID

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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