Linear programming-based estimators in nonnegative autoregression
Daniel Preve
| Year of publication: |
December 2015
|
|---|---|
| Authors: | Preve, Daniel |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 61.2015, 2, p. 225-234
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| Subject: | Robust estimation | Linear programming estimator | Strong convergence | Nonlinear nonnegative autoregression | Dependent non-identically distributed errors | Heavy-tailed errors | Schätztheorie | Estimation theory | Mathematische Optimierung | Mathematical programming | Robustes Verfahren | Robust statistics | Statistischer Fehler | Statistical error | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2015.08.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011586892