Multivariate autoregressive time series using Schweppe weighted Wilcoxon estimates (Q5280271)
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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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0.8067967295646667
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0.7549114227294922
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0.7529449462890625
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0.7483012080192566
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