Asymptotics of the signed-rank estimator under dependent observations
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Cites work
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- A uniform weak law of large numbers under π‐mixing with application to nonlinear least squares estimation
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- Asymptotic theory of nonlinear least squares estimation
- Asymptotics of Quantiles and Rank Scores in Nonlinear Time Series
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Bounded influence nonlinear signed-rank regression
- Estimation and testing in time-series regression models with heteroscedastic disturbances
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- scientific article; zbMATH DE number 3349105 (Why is no real title available?)
- Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
- Misspecified models with dependent observations
- Non-linear regression for multiple time-series
- Non-linear time series regression
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- On asymptotic normality in nonlinear regression
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- On the Consistency of a Class of Nonlinear Regression Estimators
- On unification of the asymptotic theory of nonlinear econometric models
- Rank statistics under dependent observations and applications to factorial designs
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- Strong consistency of least squares estimates in dynamic models
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Cited in
(6)- Generalized signed-rank estimation for regression models with non-ignorable missing responses
- Serial and nonserial sign-and-rank statistics: Asymptotic representation and asymptotic nor\-mal\-ity
- The signed-rank estimator for nonlinear regression with responses missing at random
- Rank estimation for the functional linear model
- Signed-rank regression inference via empirical likelihood
- Generalised signed-rank estimation for nonlinear models with multidimensional indices
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