Center-Outward R-Estimation for Semiparametric VARMA Models (Q5885116): Difference between revisions

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Latest revision as of 19:51, 31 July 2024

scientific article; zbMATH DE number 7668261
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English
Center-Outward R-Estimation for Semiparametric VARMA Models
scientific article; zbMATH DE number 7668261

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    Center-Outward R-Estimation for Semiparametric VARMA Models (English)
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    27 March 2023
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    distribution-freeness
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    local asymptotic normality
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    measure transportation
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    multivariate ranks
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    quasi-likelihood estimation
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    skew innovation density
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