Ghosh, SucharitaSibbertsen, Philipp2004-12-062004-12-062000http://hdl.handle.net/2003/504110.17877/DE290R-15124We investigate the behavior of nonparametric kernel M-estimators in the presence of long-memory errors. The optimal bandwidth and a central limit theorem are obtained. It turns out that in the Gaussian case all kernel M-estimators have the same limiting normal distribution. The motivation behind this study is illustrated with an example.enUniversitätsbibliothek Dortmund310report