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BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES - MaRDI portal

BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES (Q5384847)

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scientific article; zbMATH DE number 7073578
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English
BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES
scientific article; zbMATH DE number 7073578

    Statements

    title
    BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES (English)
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    author
    Søren Glud Johansen
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    Bent Nielsen
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    publication date
    26 June 2019
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    zbMATH Keywords
    M-estimators
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    linear regression
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    time series
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    martingale
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62J05
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    60G42
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    62F12
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    zbMATH DE Number
    7073578
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    OpenAlex ID
    W2890940262
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    Wikidata QID
    Q129281146
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