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

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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.

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    Item Type: Article
    Divisions: Toulouse School of Economics
    Depositing User: Admin NEEO
    Date Deposited: 17 Feb 2012 06:00
    Last Modified: 19 Apr 2012 06:33
    More information: http://idei.fr/neeo.php?a=25540
    URI: http://neeo.univ-tlse1.fr/id/eprint/3045

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