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Applications of Mathematics

Volumn 53, Issue 3, 2008, Pages 267-279

Efficient robust estimation of time-series regression models

(1) Čížek, Pavel a

a TILBURG UNIVERSITY (Netherlands)

Author keywords

asymptotic efficiency; least weighted squares; robust regression; time series

Indexed keywords

EID: 84867957611 PISSN: 08627940 EISSN: 15729109 Source Type: Journal
DOI: 10.1007/s10492-008-0009-x Document Type: Article

Times cited : (7)

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