Robust nonparametric autoregression

Robinson, Peter M. (1984) Robust nonparametric autoregression. In: Robust and Nonlinear Time Series Analysis : Proceedings of a Workshop Organized by the Sonderforschungsbereich 123 "Stochastisch. Lecture notes in statistics ; 26 . Springer Berlin / Heidelberg, New York, pp. 247-255.
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