Adaptive R-estimation in a linear regression model with ARMA errors

DOI10.1080/715019245zbMath1037.62058OpenAlexW2083360682MaRDI QIDQ4454274

Jelloul Allal, A. Kaaouachi

Publication date: 8 March 2004

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/715019245

zbMATH Keywords

adaptivitylocal asymptotic normalityARMA modelsasymptotic linearitylocal asymptotic minimaxity\(R\)-estimation

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)

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