M-estimation of linear models with dependent errors

Annals of Statistics

Volumn 35, Issue 2, 2007, Pages 495-521

  Wu, Wei Blao ^a  

^a UNIVERSITY OF CHICAGO   (United States)

Author keywords

Dependence; Linear model; Nonlinear time series; Robust estimation

Indexed keywords

EID: 49549102705     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053606000001406     Document Type: Article

References (69)

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