R-estimation in autoregression with square-integrable score function

Journal of Multivariate Analysis

Volumn 81, Issue 1, 2002, Pages 167-186

  Mukherjee, Kanchan ^a   Bai, Z D ^b  

^a UNIVERSITY OF BARCELONA   (Spain)

^b NONE

Author keywords

Autoregressive models; Contiguity; R estimation; Robust estimation

Indexed keywords

EID: 0036256992     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.2001.1998     Document Type: Article

References (27)

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