scientific article; zbMATH DE number 1944318

zbMath1027.62055MaRDI QIDQ4407612

Donatas Surgailis, Hira L. Koul

Publication date: 14 January 2004

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zbMATH Keywords

unbounded spectral density\(M\)-estimators\(R\)-estimators

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Order statistics; empirical distribution functions (62G30)

Related Items (4)

Asymptotic properties of $M$-estimators of parameters of a nonlinear regression model with a random noise whose spectrum is singular ⋮ Asymptotic properties of the \(M\)-estimates of parameters in a nonlinear regression model with discrete time and singular spectrum ⋮ Goodness-of-fit testing under long memory ⋮ On Koul's minimum distance estimators in the regression models with long memory moving averages.

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