The robust estimation of autoregressive processes by functional least squares (Q3036533): Difference between revisions
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Revision as of 09:27, 5 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)
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1983
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robust estimation
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functional least squares
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stationary autoregressive model
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long-tailed error distribution
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uniform consistency
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weak convergence
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minimum variance
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simulation
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ordinary least squares
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