Moderate Deviations for M-estimators in Linear Models with φ-mixing Errors

Jun FAN

Acta Mathematica Sinica ›› 2012, Vol. 28 ›› Issue (6) : 1275-1294.

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PDF(265 KB)
Acta Mathematica Sinica ›› 2012, Vol. 28 ›› Issue (6) : 1275-1294. DOI: 10.1007/s10114-011-9188-6
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Moderate Deviations for M-estimators in Linear Models with φ-mixing Errors

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