Asymptotic expansion of M-estimators with long-memory errors

Annals of Statistics

Volumn 25, Issue 2, 1997, Pages 818-850

  Koul, Hira L ^a   Surgailis, Donatas ^b  

^a MICHIGAN STATE UNIVERSITY   (United States)

^b VILNIUS UNIVERSITY   (Lithuania)

Author keywords

Appell polynomials; Moving average errors; Second order efficiency

Indexed keywords

EID: 0031518524     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1031833675     Document Type: Article

References (14)

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