Asymptotic Distribution of Robust Estimators for Nonparametric Models from Mixing Processes
Boente, Graciela ; Fraiman, Ricardo
Ann. Statist., Tome 18 (1990) no. 1, p. 891-906 / Harvested from Project Euclid
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In this paper we obtain the asymptotic distribution of robust nonparametric autoregression estimators for dependent observations. Weights based on kernel and nearest-neighbor methods are considered.
Publié le : 1990-06-14
Classification:  Robust nonparametric autoregression,  $M$-estimators,  kernel estimates,  nearest-neighbor methods,  $\alpha$-mixing processes,  62F35,  62G05 
@article{1176347631,
     author = {Boente, Graciela and Fraiman, Ricardo},
     title = {Asymptotic Distribution of Robust Estimators for Nonparametric Models from Mixing Processes},
     journal = {Ann. Statist.},
     volume = {18},
     number = {1},
     year = {1990},
     pages = { 891-906},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176347631}
}

Boente, Graciela; Fraiman, Ricardo. Asymptotic Distribution of Robust Estimators for Nonparametric Models from Mixing Processes. Ann. Statist., Tome 18 (1990) no. 1, pp.  891-906. http://gdmltest.u-ga.fr/item/1176347631/