Self-tuning robust adjustment within multivariate regression time series models with vector-autoregressive random errors
Crossref DOI link: https://doi.org/10.1007/s00190-020-01376-6
Published Online: 2020-05-10
Published Print: 2020-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kargoll, Boris
Kermarrec, Gaƫl
Korte, Johannes
Alkhatib, Hamza
Funding for this research was provided by:
Deutsche Forschungsgemeinschaft (386369985)
Text and Data Mining valid from 2020-05-01
Version of Record valid from 2020-05-10
Article History
Received: 14 February 2019
Accepted: 17 April 2020
First Online: 10 May 2020