M-Estimation for dependent random variables
This paper discusses the consistency in the strong sense and essential uniqueness of M-estimation for dependent random variables. The hypotheses are based on the function defining implicitly the M-estimation as well as on its first derivative and its Hessian matrix. No explicit hypotheses on the random variables are necessary for consistency and uniqueness, thus the framework holds for any stochastic process.
Volume (Year): 57 (2002)
Issue (Month): 4 (May)
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