Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors
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Publication:1326344
DOI10.1007/BF01196733zbMath0794.60020OpenAlexW2069804938MaRDI QIDQ1326344
Hira L. Koul, Kanchan Mukherjee
Publication date: 15 August 1994
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01196733
regression parametersempirical processminimum distance estimatorskernel type density estimatorslong range dependent
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