Robust estimation for vector autoregressive models
نویسنده:
سال
: 2013شناسه الکترونیک: http://dx.doi.org/10.1016/j.csda.2012.02.011
کلیدواژه(گان): Robust estimators,BMM,VAR models
کالکشن
:
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آمار بازدید
Robust estimation for vector autoregressive models
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| contributor author | Muler, Nora - Yohai, V´ictor J. | |
| date accessioned | 2020-03-11T15:33:49Z | |
| date available | 2020-03-11T15:33:49Z | |
| date issued | 2013 | |
| identifier issn | 0167-9473 | |
| identifier other | 10.1016-j.csda.2012.02.011.pdf | |
| identifier uri | http://libsearch.um.ac.ir:80/fum/handle/fum/578340 | |
| format | general | |
| language | English | |
| title | Robust estimation for vector autoregressive models | |
| type | Journal Paper | |
| contenttype | Metadata Only | |
| identifier padid | 4431493 | |
| subject keywords | Robust estimators | |
| subject keywords | BMM | |
| subject keywords | VAR models | |
| identifier doi | http://dx.doi.org/10.1016/j.csda.2012.02.011 | |
| journal title | Computational Statistics and Data Analysis | |
| journal volume | 65 | |
| journal issue | 0 | |
| filesize | 372689 | |
| citations | 0 |