No label defined (Q4458426)
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scientific article; zbMATH DE number 2060194
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| English | No label defined |
scientific article; zbMATH DE number 2060194 |
Statements
17 March 2004
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vector autoregressive models
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multivariate time series
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robust estimation
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\(\tau\)-estimates
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0.96623397
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0.95014656
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0.9301765
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