Weighted<i>L</i><sub>1</sub>-estimates for a VAR(<i>p</i>) time series model (Q3523678)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighted<i>L</i><sub>1</sub>-estimates for a VAR(<i>p</i>) time series model |
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Weighted<i>L</i><sub>1</sub>-estimates for a VAR(<i>p</i>) time series model (English)
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5 September 2008
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asymptotic normality
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\(L_1\)-estimates
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robust
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vector autoregressive time series
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weights
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