Generalized minimum distance estimators of a linear model with correlated errors.

DOI10.1007/s003620100063zbMath1051.62039MaRDI QIDQ5956467

Wenceslao González Manteiga, Juan M. Vilar Fernández

Publication date: 2001

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s003620100063

zbMATH Keywords

AR(1) correlation structure.; minimum distance estimators; nonparametric estimation

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

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

62G20: Asymptotic properties of nonparametric inference

62J05: Linear regression; mixed models

Related Items

Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors, Bootstrap of minimum distance estimators in regression with correlated disturbances

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