Recursive computation of M-estimates for the parameters of a finite autoregressive process (Q1168031): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1214/aos/1176345785 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1970015907 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 23:23, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive computation of M-estimates for the parameters of a finite autoregressive process |
scientific article |
Statements
Recursive computation of M-estimates for the parameters of a finite autoregressive process (English)
0 references
1982
0 references
recursive computation of M-estimates
0 references
finite autoregressive process
0 references
heavy-tailed innovations
0 references
weak dependence properties
0 references
brief Monte Carlo study
0 references
robustness
0 references
