Large sample behaviour of some well-known robust estimators under longrange dependence

Boistard, Hélène, Levy-Leduc, Céline, Moulines, Eric, Reisen, Valdério Anselmo and Taqqu, Murad (2011) Large sample behaviour of some well-known robust estimators under longrange dependence. Statistics: A Journal of Theoretical and Applied Statistics, 45 (n°1). pp. 59-71.

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Official URL: http://tse-fr.eu/pub/25540
Item Type: Article
Language: English
Date: 2011
Refereed: Yes
Subjects: B- ECONOMIE ET FINANCE
Divisions: TSE-R (Toulouse)
Site: UT1
Date Deposited: 09 Jul 2014 17:23
Last Modified: 06 Apr 2018 09:41
OAI ID: oai:tse-fr.eu:25540
URI: http://publications.ut-capitole.fr/id/eprint/15203

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