Robust Estimation Procedure for Autoregressive Models with Heterogeneity
Crossref DOI link: https://doi.org/10.1007/s10666-020-09730-w
Published Online: 2020-10-01
Published Print: 2021-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Callens, A. http://orcid.org/0000-0003-1178-8393
Wang, Y.-G.
Fu, L.
Liquet, B.
Funding for this research was provided by:
Centre of Excellence for Mathematical and Statistical Frontiers, Australian Research Council (DP160104292)
Text and Data Mining valid from 2020-10-01
Version of Record valid from 2020-10-01
Article History
Received: 7 January 2020
Accepted: 24 August 2020
First Online: 1 October 2020