Pages that link to "Item:Q2810370"
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The following pages link to Robust estimation in parametric time series models under long- and short-range-dependent structures (Q2810370):
Displaying 7 items.
- An \(M\)-estimator for the long-memory parameter (Q2407067) (← links)
- On the strong consistency of M-estimates in linear models for negatively superadditive dependent errors (Q2804157) (← links)
- Parametric Inference in Stationary Time Series Models with Dependent Errors (Q3145568) (← links)
- Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes (Q4979097) (← links)
- Robust wavelet-based estimation for varying coefficient dynamic models under long-dependent structures (Q5016826) (← links)
- Asymptotic properties of the M-estimation for an AR(1) process with a general autoregressive coefficient (Q6164871) (← links)
- Huber-Dutter estimation of linear models with dependent errors (Q6641354) (← links)