S‐Estimation in the Linear Regression Model with Long‐memory Error Terms Under Trend

DOI10.1111/1467-9892.00228zbMath0978.62086OpenAlexW2046781307MaRDI QIDQ2740040

Philipp Sibbertsen

Publication date: 16 September 2001

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00228

zbMATH Keywords

robustnesslong-range dependence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (3)

A model selection method for S‐estimation ⋮ Asymptotic Properties of OLS Estimates in Autoregressions with Bounded or Slowly Growing Deterministic Trends ⋮ Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors

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