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Estimation in autoregressivemodels based on autoregressionrank scores 

Authors: Faouzi El Bantli - ^a; Marc Hallin - ^b

Affiliations:	a I.S.R.O, Universit Libre de Bruxelles, Brussels, Belgium
	b I.S.R.O., E.CA.R.E.S., and Dpartement de Mathematique, Universit Libre de Bruxelles, Brussels, Belgium

DOI: 10.1080/10485250108832871

Publication Frequency: 8 issues per year

Published in: Journal of Nonparametric Statistics, Volume 13, Issue 5 2001 , pages 667 - 697

Subjects: Mathematical Economics; Mathematical Finance; Medical Statistics; Statistical Theory & Methods; Statistics; Statistics for the Biological Sciences; Stochastic Models & Processes;

Formats available: PDF (English)

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