Characterization of error distributions in time-series regression models

Marc Hallin, Jana Jureckova and Xavier Milhaud

ULB Institutional Repository from ULB -- Universite Libre de Bruxelles

Keywords: Admissibility; Characterization of error densities; Equivariance; Time-series regression (search for similar items in EconPapers)
Date: 1998-07
Note: SCOPUS: ar.j
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Published in: Statistics & probability letters (1998) v.38 n° 4,p.335-345

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Journal Article: Characterization of error distributions in time-series regression models (1998)
Working Paper: Characterization of error distributions in time series regression models (1998)
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