Generalized Rank Estimates For An Autoregressive Time Series: A U-Statistic Approach

J. Terpstra () and M. Rao ()

Statistical Inference for Stochastic Processes, 2001, vol. 4, issue 2, 155-179

Keywords: Absolutely regular processes; Autoregressive time series; Geometric absolute regularity; GR-estimates; Pair-wise slopes; Rank-based estimates; Robust; U-statistics (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1023/A:1017933427540

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