On the asymptotic distribution of a multivariate GR-estimate for a VAR(\(p\)) time series. (Q1871331)
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scientific article; zbMATH DE number 1906998
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the asymptotic distribution of a multivariate GR-estimate for a VAR(\(p\)) time series. |
scientific article; zbMATH DE number 1906998 |
Statements
On the asymptotic distribution of a multivariate GR-estimate for a VAR(\(p\)) time series. (English)
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7 May 2003
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Asymptotic normality
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GR-Estimates
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MGR-Estimates
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Robust
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Vector
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autoregressive time series
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