This paper discusses the asymptotic representations of a class of L2-distance estimators based on weighted empirical processes in a multiple linear regression model when the errors are a function of stationary Gaussian random variables that are long-range dependent. Unlike the independent errors...

A Central Limit Theorem for a triangular array of row-wise independent Hilbert-valued random elements with finite second moment is proved under mild convergence requirements on the covariances of the row sums and the Lindeberg condition along the evaluations at an orthonormal basis. A Central...

In this paper, we discuss an asymptotic distributional theory of three broad classes of robust estimators of the regression parameter namely, L-, M- and R-estimators in a linear regression model when the errors are generated by an exponentially subordinated strongly dependent process. The...