Generalized rank estimates for an autoregressive time series: A \(U\)-statistic approach (Q5952139)

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scientific article; zbMATH DE number 1687762
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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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    Identifiers

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