Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors

DOI10.1016/j.jspi.2011.03.025zbMath1216.62026MaRDI QIDQ546079

Zheng Yan Lin, Jia Chen, Degui Li

Publication date: 24 June 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.03.025

zbMATH Keywords

long-memory linear processes; nonparametric M-estimator

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

62G05: Nonparametric estimation

62J02: General nonlinear regression

65C05: Monte Carlo methods

Uses Software

• longmemo