ROBUST ESTIMATION IN PARAMETRIC TIME SERIES MODELS UNDER LONG- AND SHORT-RANGE-DEPENDENT STRUCTURES

Author:

Gao Jiti,Li Degui,Lin Zhengyan

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference26 articles.

1. A note on strong mixing of ARMA processes;Athreya;Statist. Probab. Lett.,1986

2. General M-estimation;Bai;J. Multi. Anal.,1997

3. M-estimation of multivariate linear regression parameters under a convex discrepancy function;Bai;Statist. Sinica,1992

4. Necessary and sufficient conditions for consistency of M-estimates in regression models with general errors;Berlinet;J. Statist. Plann. Infer.,2000

5. Asymptotic normality of minimum L1-norm estimates in linear models;Chen;Sci. China Ser. A,1990

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