On the asymptotic distribution of a multivariate GR-estimate for a VAR(\(p\)) time series. (Q1871331): Difference between revisions

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Latest revision as of 16:06, 5 June 2024

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On the asymptotic distribution of a multivariate GR-estimate for a VAR(\(p\)) time series.
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    On the asymptotic distribution of a multivariate GR-estimate for a VAR(\(p\)) time series. (English)
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    7 May 2003
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    Asymptotic normality
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    GR-Estimates
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    MGR-Estimates
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    Robust
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    Vector
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    autoregressive time series
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