Consistency of M-Estimates in General Regression Models
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Cited by:
- Bantli, Faouzi El & Hallin, Marc, 1999.
"L1-estimation in linear models with heterogeneous white noise,"
Statistics & Probability Letters, Elsevier, vol. 45(4), pages 305-315, December.
- Marc Hallin & Faouzi El Bantli, 1999. "L1-estimation in linear models with heterogeneous white noise," ULB Institutional Repository 2013/2083, ULB -- Universite Libre de Bruxelles.
- Liebscher, Eckhard, 2003. "Strong convergence of estimators in nonlinear autoregressive models," Journal of Multivariate Analysis, Elsevier, vol. 84(2), pages 247-261, February.
- Yannis Yatracos, 2006. "On Consistent Statistical Procedures in Regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 58(2), pages 379-387, June.
- Friedrich Liese & Igor Vajda, 1995. "Necessary and sufficient conditions for consistency of generalizedM-estimates," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 42(1), pages 291-324, December.
- Søren Johansen & Bent Nielsen, 2014.
"Outlier detection algorithms for least squares time series regression,"
Economics Papers
2014-W04, Economics Group, Nuffield College, University of Oxford.
- Søren Johansen & Bent Nielsen, 2014. "Outlier detection algorithms for least squares time series regression," CREATES Research Papers 2014-39, Department of Economics and Business Economics, Aarhus University.
- Lukasz Gatarek & Søren Johansen, 2014.
"Optimal hedging with the cointegrated vector autoregressive model,"
Discussion Papers
14-22, University of Copenhagen. Department of Economics.
- Søren Johansen & Lukasz Gatarek, 2014. "Optimal hedging with the cointegrated vector autoregressive model," CREATES Research Papers 2014-40, Department of Economics and Business Economics, Aarhus University.
- Søren Johansen & Bent Nielsen, 2014. "Optimal hedging with the cointegrated vector autoregressive model," Discussion Papers 14-23, University of Copenhagen. Department of Economics.
- Søren Johansen & Bent Nielsen, 2016. "Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(2), pages 321-348, June.
- Vajda, Igor & Janzura, Martin, 1997. "On asymptotically optimal estimates for general observations," Stochastic Processes and their Applications, Elsevier, vol. 72(1), pages 27-45, December.
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