M-estimation in nonparametric regression under strong dependence and infinite variance
| Year of publication: |
2009
|
|---|---|
| Authors: | Chan, Ngai ; Zhang, Rongmao |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 61.2009, 2, p. 391-411
|
| Publisher: |
Springer |
| Subject: | Heavy-tailed | Long-range dependence | M-estimation | Nonparametric regression | Stable distribution |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10004999522