Robust nonlinear regression estimation in null recurrent time series
Francesco Bravo, Degui Li, Dag Tjøstheim
| Year of publication: |
2021
|
|---|---|
| Authors: | Bravo, Francesco ; Li, Degui ; Tjostheim, Dag |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 224.2021, 2, p. 416-438
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| Subject: | null recurrence | Asymptotically homogeneous functions | Integrable functions | Nonlinear regression | Outliers | Robust estimation | Schätztheorie | Estimation theory | Nichtlineare Regression | Zeitreihenanalyse | Time series analysis | Robustes Verfahren | Robust statistics | Regressionsanalyse | Regression analysis | Markov-Kette | Markov chain |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.03.028 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013275395