M-estimates of autoregression with random coefficients (Q1616223): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Changed an Item
Property / describes a project that uses
 
Property / describes a project that uses: robustbase / rank
 
Normal rank

Revision as of 23:43, 28 February 2024

scientific article
Language Label Description Also known as
English
M-estimates of autoregression with random coefficients
scientific article

    Statements

    M-estimates of autoregression with random coefficients (English)
    0 references
    0 references
    0 references
    1 November 2018
    0 references
    autoregression model with random coefficients
    0 references
    least squares estimate
    0 references
    M-estimate
    0 references
    asymptotic relative efficiency
    0 references
    Tukey distribution
    0 references

    Identifiers