R-estimation in autoregression with square-integrable score function
type: Item
instance of: scholarly article
title: R-estimation in autoregression with square-integrable score function
zbMATH Open document ID: 1011.62093
author: Kanchan Mukherjee
author: Zhidong Bai
published in: Journal of Multivariate Analysis
publication date: 2002-07-08T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62G05
zbMATH DE Number: 1764700
zbMATH Keywords: R-estimation
zbMATH Keywords: autoregressive models
zbMATH Keywords: contiguity
zbMATH Keywords: robust estimation
MaRDI profile type: Publication
full work available at URL: jmva.2001.1998
OpenAlex ID: W1993519283
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DOI: 10.1006/JMVA.2001.1998
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description: scientific article; zbMATH DE number 1764700