The analysis of marked and weighted empirical processes of estimated residuals
Vanessa Berenguer-Rico, Søren Johansen and Bent Nielsen
| Year of publication: |
2019
|
|---|---|
| Authors: | Berenguer-Rico, Vanessa ; Johansen, Søren ; Nielsen, Bent |
| Publisher: |
Aarhus, Denmark : Department of Economics and Business Economics, Aarhus University |
| Subject: | 1-step Huber-skip | Non-stationarity | Robust Statistics | Stationarity | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Robustes Verfahren | Robust statistics | Statistische Methodenlehre | Statistical theory |
freely available
| Extent: | 1 Online-Ressource (circa 31 Seiten) |
|---|---|
| Series: | CREATES research paper. - Aarhus : [Verlag nicht ermittelbar], ZDB-ID 2490360-7. - Vol. 2019, 6 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012063555