consider Dickey-Fuller-type tests based on M-estimators and develop the asymptotic theory for these estimators and resulting …

The paper concerns the fixed-width confidence intervals for location based on M- estimators in the location model. A …

The paper concerns the fixed-width confidence intervals for location based on M- estimators in the location model. A …

uniqueness of the times series influence function of conditionally unbiased M–estimators for ergodic and stationary dffusions …, under weak conditions on the (martingale) estimating function used. We then characterize the robustness of M–estimators for …

, can be used for approxi- mating [lambda(thêta.exp0)],... Such steps can be considered for a fixed sample size (iterative M-estimators …

presence of heteroscedasticity, the method adopted was that known as "Quasi-Generalised M-Estimators". …