scientific article; zbMATH DE number 1211743
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Publication:4214053
zbMath0911.62084MaRDI QIDQ4214053
Carlos Velasco, Peter M. Robinson
Publication date: 15 October 1998
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
spectral densitylong range dependencelinear regressionstationary time seriesnonparametric spectrum estimationM-estimates of location
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35)
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