Asymptotics of quantiles and rank scores in nonlinear time series

Journal of Time Series Analysis

Volumn 20, Issue 2, 1999, Pages 173-192

  Mukherjee, Kanchan ^a  

^a NONE

Author keywords

L estimators; Nonlinear time series models; Regression and autoregression quantiles and rank scores processes; Robust estimation; SETAR models

Indexed keywords

EID: 0039181710     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00132     Document Type: Article

References (26)

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