Generalized rank estimates for an autoregressive time series: A \(U\)-statistic approach (Q5952139)
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scientific article; zbMATH DE number 1687762
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized rank estimates for an autoregressive time series: A \(U\)-statistic approach |
scientific article; zbMATH DE number 1687762 |
Statements
Generalized rank estimates for an autoregressive time series: A \(U\)-statistic approach (English)
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2001
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Absolutely regular processes
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Autoregressive time series
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Geometric absolute regularity
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GR-estimates
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Pair-wise slopes
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Rank-based estimates
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Robust
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U-statistics
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