Local M-estimator for nonparametric time series

Statistics and Probability Letters

Volumn 65, Issue 4, 2003, Pages 433-449

  Cai, Zongwu ^a   Ould Saïd, Elias ^b  

^a UNIVERSITY OF NORTH CAROLINA AT CHARLOTTE   (United States)

^b UNIVERSITÉ DU LITTORAL CÔTE D OPALE   (France)

Author keywords

Mixing; Asymptotic properties; Local smoothers; Outlier; Robustness; Variable bandwidth

Indexed keywords

EID: 0344628491     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2003.08.008     Document Type: Article

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