Pages that link to "Item:Q618159"
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The following pages link to On linear models with long memory and heavy-tailed errors (Q618159):
Displaying 11 items.
- Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes (Q261766) (← links)
- Bahadur representations of M-estimators and their applications in general linear models (Q824581) (← links)
- Simultaneous quantile inference for non-stationary long-memory time series (Q1708990) (← links)
- Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors (Q1709424) (← links)
- Inference in heavy-tailed vector error correction models (Q2294452) (← links)
- \(S\)-estimation in the linear regression model with long-memory error terms under trend (Q2740040) (← links)
- Robust estimation in parametric time series models under long- and short-range-dependent structures (Q2810370) (← links)
- On robust tail index estimation for linear long-memory processes (Q2931590) (← links)
- Detection and estimation of structural change in heavy-tailed sequence (Q2980141) (← links)
- Robust estimation for continuous-time linear models with memory (Q4606860) (← links)
- A tail index estimation for long memory processes (Q6622514) (← links)
