Generalized Rank Estimates For An Autoregressive Time Series: A U-Statistic Approach
| Year of publication: |
2001
|
|---|---|
| Authors: | Terpstra, J. ; Rao, M. |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 4.2001, 2, p. 155-179
|
| Publisher: |
Springer |
| Subject: | Absolutely regular processes | Autoregressive time series | Geometric absolute regularity | GR-estimates | Pair-wise slopes | Rank-based estimates | Robust | U-statistics |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616026