Finite-sample performance of alternative estimators for autoregressive models in the presence of outliers (Q1606507): Difference between revisions

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Latest revision as of 08:44, 30 July 2024

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Finite-sample performance of alternative estimators for autoregressive models in the presence of outliers
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    Finite-sample performance of alternative estimators for autoregressive models in the presence of outliers (English)
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    29 July 2002
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    Robust estimation
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    Simulation
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    Innovation and additive outliers
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    Least median of squares
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    Functional least squares
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