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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, Universiteacute Libre de Bruxelles, Brussels, Belgium
b I.S.R.O., E.CA.R.E.S., and Deacutepartement de Mathematique, Universiteacute Libre de Bruxelles, Brussels, Belgium
DOI: 10.1080/10485250108832871
Publication Frequency: 8 issues per year
Published in: journal Journal of Nonparametric Statistics, Volume 13, Issue 5 2001 , pages 667 - 697
Formats available: PDF (English)

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