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"Robust estimation for vector autoregressive models."

Nora Muler, Victor J. Yohai (2013)

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DOI: 10.1016/J.CSDA.2012.02.011

access: closed

type: Journal Article

metadata version: 2020-02-18

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Nora Muler, Victor J. Yohai:
Robust estimation for vector autoregressive models. Comput. Stat. Data Anal. 65: 68-79 (2013)

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