Multivariate Autoregressive Time Series Using Schweppe Weighted Wilcoxon Estimates (Q5280271)
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scientific article; zbMATH DE number 6750596
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate Autoregressive Time Series Using Schweppe Weighted Wilcoxon Estimates |
scientific article; zbMATH DE number 6750596 |
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Multivariate Autoregressive Time Series Using Schweppe Weighted Wilcoxon Estimates (English)
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20 July 2017
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asymptotic normality
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outliers
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U-statistics
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vector autoregressive
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Wilcoxon estimates
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multivariate autoregressive time series
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Schweppe
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Monte Carlo study
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