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Search: subject:"Long-memory linear processes"
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Asymptotic expansion
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Long-memory linear processes
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Nonparametric M-estimator
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Chen, Jia
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Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors
Chen, Jia
;
Li, Degui
;
Lin, Zhengyan
-
2011
errors are generated by
long-memory
linear
processes
. Under mild conditions, we show that the nonparametric M-estimator is …
Persistent link: https://www.econbiz.de/10009448727
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