Robust estimators in regression models with long memory errors
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Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Cited in
(12)- Asymptotic expansion of \(M\)-estimators with long-memory errors
- Asymptotic properties of the \(M\)-estimates of parameters in a nonlinear regression model with discrete time and singular spectrum
- Asymptotic uniform linearity of some robust statistics under exponentially subordinated strongly dependent models
- Empirical process of residuals for regression models with long memory errors
- Predictive regression under various degrees of persistence and robust long-horizon regression
- On Koul's minimum distance estimators in the regression models with long memory moving averages.
- Asymptotic properties of M-estimators of parameters of a nonlinear regression model with a random noise whose spectrum is singular
- Robust estimators in nonlinear regression models with long-range dependence
- Asymptotic distributions of some scale estimators in nonlinear models with long memory errors having infinite variance
- On linear models with long memory and heavy-tailed errors
- Some results on random design regression with long memory errors and predictors
- Goodness-of-fit testing under long memory
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