Adelaide Research & Scholarship
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https://hdl.handle.net/2440/56445
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| Type: | Journal article |
| Title: | Robust estimation in parametric time series models under long- and short-range-dependent structures |
| Author: | Gao, Jiti Li, Degui Lin, Zhibin |
| Citation: | Australian & New Zealand Journal of Statistics, 2009; 51(2):161-181 |
| Publisher: | Blackwell Publ |
| Issue Date: | 2009 |
| ISSN: | 1369-1473 |
| School/Discipline: | School of Economics |
| Statement of Responsibility: | Jiti Gao, Degui Li and Zhengyan Lin |
| Keywords: | α-mixing; asymptotic normality; consistency; linear regression models; long-range dependence; M-estimation |
| Description: | © 2010 Australian Statistical Publishing Association Inc. |
| DOI: | 10.1111/j.1467-842X.2009.00537.x |
| Appears in Collections: | Economics publications |
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