Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors

Lin Zhengyan, Degui Li and Jia Chen

Metrika: International Journal for Theoretical and Applied Statistics, 2007, vol. 66, issue 3, 289-303

Keywords: Asymptotic distribution; Consistency; Linear model; Long-range dependence; S-estimator (search for similar items in EconPapers)
Date: 2007
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Persistent link: https://EconPapers.repec.org/RePEc:spr:metrik:v:66:y:2007:i:3:p:289-303

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DOI: 10.1007/s00184-006-0111-6

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