Multivariate Autoregressive Time Series Using Schweppe Weighted Wilcoxon Estimates (Q5280271): Difference between revisions

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Latest revision as of 03:30, 14 July 2024

scientific article; zbMATH DE number 6750596
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English
Multivariate Autoregressive Time Series Using Schweppe Weighted Wilcoxon Estimates
scientific article; zbMATH DE number 6750596

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    Multivariate Autoregressive Time Series Using Schweppe Weighted Wilcoxon Estimates (English)
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    20 July 2017
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    asymptotic normality
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    outliers
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    U-statistics
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    vector autoregressive
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    Wilcoxon estimates
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    multivariate autoregressive time series
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    Schweppe
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    Monte Carlo study
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