Robust estimation for vector autoregressive models (Q1800108)
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scientific article; zbMATH DE number 6958965
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust estimation for vector autoregressive models |
scientific article; zbMATH DE number 6958965 |
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Robust estimation for vector autoregressive models (English)
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19 October 2018
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robust estimators
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BMM-estimator
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VAR models
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