R-estimation for arma models
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Publication:4551595
DOI10.1080/10485250108832879zbMath0994.62087MaRDI QIDQ4551595
Davy Paindaveine, Jelloul Allal, A. Kaaouachi
Publication date: 8 October 2002
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485250108832879
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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Cites Work
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