S-estimators in the linear regression model with long-memory error terms
Year of publication: |
1998
|
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Authors: | Sibbertsen, Philipp |
Publisher: |
Dortmund : Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen |
Subject: | Linear regression model | long - range dependence | robustness |
Series: | Technical Report ; 1998,33 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 816102694 [GVK] hdl:10419/77161 [Handle] RePEc:zbw:sfb475:199833 [RePEc] |
Source: |
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S-estimators in the linear regression model with long-memory error terms
Sibbertsen, Philipp, (1998)
-
S-estimators in the linear regression model with long-memory error terms
Sibbertsen, Philipp, (1998)
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S-estimation in the nonlinear regression model with long-memory error terms
Sibbertsen, Philipp, (1999)
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A Multivariate Test Against Spurious Long Memory
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