Regular ArticleR-estimation in Autoregression with Square-Integrable Score Function
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Keywords
R-estimation
autoregressive models
contiguity
robust estimation
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E-mail: [email protected], [email protected]
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The research is partly supported by the Academic Research Grant RP 3982708 from the National University of Singapore.
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The research is partly supported by the Academic Research Grant RP 3972712 from the National University of Singapore.
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