The robust estimation of autoregressive processes by functional least squares (Q3036533): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (3 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: A. H. Welsh / rank | |||
| Property / author | |||
| Property / author: A. H. Welsh / rank | |||
Normal rank | |||
| 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/10.2307/3213586 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2326651466 / rank | |||
Normal rank | |||
Latest revision as of 22:45, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The robust estimation of autoregressive processes by functional least squares |
scientific article |
Statements
The robust estimation of autoregressive processes by functional least squares (English)
0 references
1983
0 references
robust estimation
0 references
functional least squares
0 references
stationary autoregressive model
0 references
long-tailed error distribution
0 references
uniform consistency
0 references
weak convergence
0 references
minimum variance
0 references
simulation
0 references
ordinary least squares
0 references
