Robust and Powerful Serial Correlation Tests with New Robust Estimates in Arx Models
Year of publication: |
2005
|
---|---|
Authors: | Duchesne, Pierre |
Publisher: |
[S.l.] : SSRN |
Subject: | Robustes Verfahren | Robust statistics | Schätztheorie | Estimation theory | Korrelation | Correlation | Statistischer Test | Statistical test | Modellierung | Scientific modelling | Autokorrelation | Autocorrelation |
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