Robust estimators in nonlinear regression models with long-range dependence

DOI10.1007/978-0-387-79936-0_9MaRDI QIDQ3567635zbMATH OpenOpenAlexFDO

Authors O. V. Ivanov, Nikolai N. Leonenko

Publication date 17 June 2010

Published in Optimal Design and Related Areas in Optimization and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-0-387-79936-0_9

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(18)

• Asymptotics of M-estimators in non-linear regression with long memory designs.
• Asymptotic properties of the \(M\)-estimates of parameters in a nonlinear regression model with discrete time and singular spectrum
• Asymptotic expansion of the moments of correlogram estimator for the random-noise covariance function in the nonlinear regression model
• Predictive regression under various degrees of persistence and robust long-horizon regression
• Semiparametric analysis of long-range dependence in nonlinear regression
• Some new approaches to generating and certification of robust estimators in nonlinear regression
• Robust estimation in parametric time series models under long- and short-range-dependent structures
• Asymptotic Properties of Koenker–Bassett Estimator in Regression Model with Long-Range Dependence
• Asymptotic properties of M-estimators of parameters of a nonlinear regression model with a random noise whose spectrum is singular
• Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter
• scientific article; zbMATH DE number 1944318 (Why is no real title available?)
• LINEARIZATION OF RANDOMLY WEIGHTED EMPIRICALS UNDER LONG RANGE DEPENDENCE WITH APPLICATIONS TO NONLINEAR REGRESSION QUANTILES
• scientific article; zbMATH DE number 2169682 (Why is no real title available?)
• scientific article; zbMATH DE number 2169740 (Why is no real title available?)
• Asymptotic behavior of M-estimators in continuous-time non-linear regression with long-range dependent errors
• Estimation of harmonic component in regression with cyclically dependent errors
• The tenth Vilnius conference on probability theory and mathematical statistics. II
• M-estimation in nonparametric regression under strong dependence and infinite variance

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