Estimation in autoregressivemodels based on autoregressionrank scores
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Publication:4789777
DOI10.1080/10485250108832871zbMath1008.62083OpenAlexW1488169782WikidataQ126250835 ScholiaQ126250835MaRDI QIDQ4789777
Publication date: 10 April 2003
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485250108832871
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear programming (90C05)
Cites Work
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- L-Estimation for Linear Models
- Regression Quantiles
- Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
- Estimates of Regression Parameters Based on Rank Tests
- Asymptotic Behavior of a Class of Confidence Regions Based on Ranks in Regression
- Nonparametric Estimate of Regression Coefficients
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