Robust tests for time series with an application to first-order autoregressive processes (Q3740860): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
Property / author | |||
Property / author: Ishwar V. Basawa / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Richard M. Huggins / rank | |||
Normal rank | |||
Property / author | |||
Property / author: R. G. jun. Staudte / rank | |||
Normal rank |
Revision as of 18:29, 14 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Robust tests for time series with an application to first-order autoregressive processes |
scientific article |
Statements
Robust tests for time series with an application to first-order autoregressive processes (English)
0 references
1985
0 references
first-order autoregressive processes
0 references
Rao score statistics
0 references
empirical power comparisons
0 references
Wald statistics
0 references
robust M-estimators
0 references
modified maximum likelihood equations
0 references
time series
0 references
quadratic forms
0 references
asymptotic relative efficiencies
0 references
local alternatives
0 references
estimating equation
0 references
robustness
0 references