|
| | | | |
| | | |
| Stat |
Members: 3645
Articles: 2'506'133
Articles rated: 2609
26 April 2024 |
|
| | | | |
|
Article overview
| |
|
|
M-estimation of linear models with dependent errors | | Wei Biao Wu
; | | Date: |
14 Dec 2004 | | Subject: | Statistics; Probability MSC-class: 62J05 | math.ST math.PR | | Abstract: | We study the asymptotic behavior of M-estimates of regression parameters in multiple linear models where errors are dependent random variables. A Bahadur representation of the M-estimates is derived and a central limit theorem is established. The results are applied to linear models with errors being short-range dependent linear processes, heavy-tailed linear processes and some widely used nonlinear time series. | | Source: | arXiv, math.ST/0412268 | | Services: | Forum | Review | PDF | Favorites | |
|
|
No review found.
Did you like this article?
Note: answers to reviews or questions about the article must be posted in the forum section.
Authors are not allowed to review their own article. They can use the forum section.
browser Mozilla/5.0 AppleWebKit/537.36 (KHTML, like Gecko; compatible; ClaudeBot/1.0; +claudebot@anthropic.com)
|
| |
|
|
|
|
News, job offers and information for researchers and scientists:
| |
REGISTER