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 D partement de Mathematique, Universit Libre de Bruxelles, Brussels, Belgium |
DOI:
10.1080/10485250108832871
Publication Frequency:
8 issues per year
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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Libre de Bruxelles, Brussels, Belgium