On the asymptotic distribution of a multivariate GR-estimate for a VAR(\(p\)) time series. (Q1871331)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the asymptotic distribution of a multivariate GR-estimate for a VAR(\(p\)) time series. |
scientific article |
Statements
On the asymptotic distribution of a multivariate GR-estimate for a VAR(\(p\)) time series. (English)
0 references
7 May 2003
0 references
Asymptotic normality
0 references
GR-Estimates
0 references
MGR-Estimates
0 references
Robust
0 references
Vector
0 references
autoregressive time series
0 references
