M-estimation for dependent random variables

Statistics and Probability Letters

Volumn 57, Issue 4, 2002, Pages 337-341

  Furrer, Reinhard ^a  

^a EPFL   (Switzerland)

Author keywords

Consistency; Dependent data; M estimator

Indexed keywords

EID: 0036565644     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(02)00084-6     Document Type: Article

References (16)

1. Maximum-likelihood estimation of parameters subject to restraints
2. General M-estimates for contaminated pth-order autoregressive processes: Consistency and asymptotic normality. Robustness in autoregressive processes
3. Maximum likelihood estimation for dependent observations
4. A general Bahadur representation of M-estimators and its application to linear regression with nonstochastic designs
5. Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case
6. Corrigenda: Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case
7. Robust estimation of a location parameter
8. The behavior of maximum likelihood estimates under nonstandard conditions
9. Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors
10. Minimum distance estimation in linear models with long-range dependent errors
11. Robust estimation in dependent situations
12. Further remarks on robust estimation in dependent situations
13. Asymptotic behavior of M-estimators for the linear model with dependent errors
14. Some aspects of general M-estimation theory for dependent random variables
15. Asymptotics of minimum distance estimator in linear regression models under strong mixing