General M-estimates for contaminated p th-order autoregressive processes: Consistency and asymptotic normality (Q3940696): Difference between revisions

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Latest revision as of 08:21, 30 July 2024

scientific article
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English
General M-estimates for contaminated p th-order autoregressive processes: Consistency and asymptotic normality
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    General M-estimates for contaminated p th-order autoregressive processes: Consistency and asymptotic normality (English)
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    1982
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    simultaneous estimation of coefficients and scale parameter
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    least squares estimates
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    M-estimates
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    consistency
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    asymptotic normality
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    contaminated pth-order autoregressive processes
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    Identifiers

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