Robust Estimation in Vector Autoregressive Moving-Average Models (Q2703241)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Estimation in Vector Autoregressive Moving-Average Models |
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Robust Estimation in Vector Autoregressive Moving-Average Models (English)
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1 March 2001
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vector ARMA models
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multivariate time series
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robust estimation
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multivariate portmanteau test
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