Robust estimation of nonlinear regression with autoregressive errors.

DOI10.1016/S0167-7152(03)00052-XzbMath1116.62324OpenAlexW2066803630MaRDI QIDQ1423212

D. Massart

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(03)00052-x

zbMATH Keywords

Nonlinear regressionAsymptotic normalityInfluence functionMixingAutoregressive errorsGeneralized M estimation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) General nonlinear regression (62J02)

Related Items

Nonlinear kernel mode‐based regression for dependent data, Residual empirical processes and their application to GM-testing for the autoregression order, Asymptotic behaviour of the LS estimator in a nonlinear model with long memory, Consistency of M-estimators of nonlinear signal processing models, Robust nonlinear regression estimation in null recurrent time series, The Performance of Robust Two-Stage Estimator in Nonlinear Regression with Autocorrelated Error

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