GENERALIZED SIGNED-RANK ESTIMATORS FOR AUTOREGRESSION PARAMETERS
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Publication:4540727
DOI10.1081/STA-120002854zbMath1108.62323MaRDI QIDQ4540727
Publication date: 28 July 2002
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Autoregressive time seriesGR-estimatesRobustRanksGSR-estimatesSigned-ranksWeighted Wilcoxon estimates
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Point estimation (62F10)
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