Robust nonlinear regression estimation in null recurrent time series

DOI10.1016/j.jeconom.2020.03.028OpenAlexW3110051001MaRDI QIDQ2236875

Dag Tjøstheim, Degui Li, Francesco Bravo

Publication date: 26 October 2021

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.03.028

zbMATH Keywords

outliersnonlinear regressionrobust estimationintegrable functionsasymptotically homogeneous functions\(\beta\)-null recurrence

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (1)

Nonlinear kernel mode‐based regression for dependent data

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