Robust nonparametric autoregression
Robinson, P. M.
(1984).
Robust nonparametric autoregression.
In
Franke, J., Hordle, W. & Martin, D.
(Eds.),
Robust and Nonlinear Time Series Analysis : Proceedings of a Workshop Organized by the Sonderforschungsbereich 123 "Stochastisch
(pp. 247-255).
Springer Berlin / Heidelberg.
| Item Type | Chapter |
|---|---|
| Departments | LSE |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/1762 |