Center-Outward R-Estimation for Semiparametric VARMA Models (Q5885116)
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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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0.8270453214645386
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0.7682981491088867
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0.7679986953735352
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0.7679986953735352
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0.7601874470710754
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