Estimation in autoregressive models based on autoregression rank scores
| Year of publication: |
2001
|
|---|---|
| Authors: | Hallin, Marc ; El Bantli, Faouzi |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Subject: | Autoregression quantiles | Autoregression rank scores | R-estimators | Uniform asymptotic linearity |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | SCOPUS: ar.j Published in: Journal of nonparametric statistics (2001) v.13 n° 5,p.667-697 |
| Source: |
Persistent link: https://www.econbiz.de/10011011498