Blar i Department of Mathematics på forfatter "Bravo, Francesco"
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Robust nonlinear regression estimation in null recurrent time series
Bravo, Francesco; Li, Degui; Tjøstheim, Dag Bjarne (Journal article; Peer reviewed, 2021)In this article, we study parametric robust estimation in nonlinear regression models with regressors generated by a class of non-stationary and null recurrent Markov processes. The nonlinear regression functions can be ...