R-estimation for ARMA models
Year of publication: |
2001
|
---|---|
Authors: | Allal, Jelloul ; Kaaouachi, Abdelali ; Paindaveine, Davy |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | R-estimation | ARMA models | local asymptotic normality | asymptotic linearity |
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