Title of article :
On the asymptotic distribution of a multivariate GR-estimate for a VAR(p) time series
Author/Authors :
effrey T. Terpstra، نويسنده , , M. Bhaskara Rao، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 2002
Keywords :
Asymptotic normality , GR-Estimates , MGR-Estimates , Robust , Vector autoregressive time series
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters
