Nonparametric M-estimation with long-memory errors-Reference-Cited by-同舟云学术

Nonparametric M-estimation with long-memory errors

Published:2003-12 Issue:2 Volume:117 Page:199-205
ISSN:0378-3758
Container-title:Journal of Statistical Planning and Inference
language:en
Short-container-title:Journal of Statistical Planning and Inference

Author:

Beran Jan,Ghosh Sucharita,Sibbertsen Philipp

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference19 articles.

1. M estimators of location for Gaussian and related processes with slowly decaying serial correlations;Beran;J. Amer. Statist. Assoc.,1991

2. Statistical methods for data with long-range dependence;Beran;Statist. Sci.,1992

3. Statistics for Long-memory Processes;Beran,1994

4. Beran, J., 1999. SEMIFAR models—a semiparametric framework for modelling trends, long range dependence and nonstationarity. Discussion Paper of the Center of Finance and Econometrics, No. 99/16, June, 1999.

5. Convergence of Probability Measures;Billingsley,1968

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