The asymptotic behaviour of a class ofL-estimators under long-range dependence

DOI10.2307/3315644zbMath0941.62079OpenAlexW2002650383MaRDI QIDQ4267414

Kanchan Mukherjee

Publication date: 13 August 2000

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315644

zbMATH Keywords

regression quantilesL-estimatorslong-range dependence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

Cites Work

• Unnamed Item
• Asymptotic properties of the LSE in a regression model with long-memory stationary errors
• The empirical process of some long-range dependent sequences with an application to U-statistics
• On estimation of a regression model with long-memory stationary errors
• Regression rank scores and regression quantiles
• Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors
• Regression quantiles and related processes under long range dependent errors
• The asymptotic distribution of the trimmed mean
• L-Estimation for Linear Models
• Trimmed Least Squares Estimation in the Linear Model
• Weak convergence to fractional brownian motion and to the rosenblatt process
• Regression Quantiles
• On Some Robust Estimates of Location

This page was built for publication: The asymptotic behaviour of a class ofL-estimators under long-range dependence