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Estimation in autoregressivemodels based on autoregressionrank scores - MaRDI portal

Estimation in autoregressivemodels based on autoregressionrank scores (Q4789777)

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scientific article; zbMATH DE number 1854266
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Estimation in autoregressivemodels based on autoregressionrank scores
scientific article; zbMATH DE number 1854266

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    Estimation in autoregressivemodels based on autoregressionrank scores (English)
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    10 April 2003
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    autoregression quantiles
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    autoregression rank scores
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    R-estimators
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    uniform asymptotic linearity
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