Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors

DOI10.1007/s00184-006-0111-6zbMath1433.62084MaRDI QIDQ745533

Zheng Yan Lin, Jia Chen, Degui Li

Publication date: 14 October 2015

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-006-0111-6

zbMATH Keywords

asymptotic distribution; consistency; linear model; long-range dependence; S-estimator

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62J05: Linear regression; mixed models