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Asymptotics of \(M\)-estimators in non-linear regression with long memory designs. - MaRDI portal

Asymptotics of \(M\)-estimators in non-linear regression with long memory designs. (Q1424465)

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scientific article; zbMATH DE number 2055326
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English
Asymptotics of \(M\)-estimators in non-linear regression with long memory designs.
scientific article; zbMATH DE number 2055326

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    Asymptotics of \(M\)-estimators in non-linear regression with long memory designs. (English)
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    14 March 2004
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    Least absolute deviation estimators
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    Root mean squared error
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    Forward premiums
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    Tables
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