Robust modelling of periodic vector autoregressive time series
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Publication:466531
DOI10.1016/j.jspi.2014.07.005zbMath1307.62214OpenAlexW2046933220MaRDI QIDQ466531
Jean-Christophe Péreau, Eugen Ursu
Publication date: 27 October 2014
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2014.07.005
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric inference under constraints (62F30) Robustness and adaptive procedures (parametric inference) (62F35)
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Cites Work
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