Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors
Work
Year: 1993
Type: article
Authors Hira L. Koul, K. Mukherjee
Institution Michigan State University
Cites: 19
Cited by: 68
Related to: 10
FWCI: 2.81
Citation percentile (by year/subfield): 92.98
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze