Robust estimation in parametric time series models under long- and short-range-dependent structures (Q2810370)

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scientific article; zbMATH DE number 6588341
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Robust estimation in parametric time series models under long- and short-range-dependent structures
scientific article; zbMATH DE number 6588341

    Statements

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    1 June 2016
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    \(\alpha\)-mixing
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    asymptotic normality
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    consistency
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    linear regression models
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    long-range dependence
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    M-estimation
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    Robust estimation in parametric time series models under long- and short-range-dependent structures (English)
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