Robust tests for time series with an application to first-order autoregressive processes (Q3740860): Difference between revisions
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Revision as of 13:28, 5 March 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)
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1985
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first-order autoregressive processes
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Rao score statistics
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empirical power comparisons
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Wald statistics
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robust M-estimators
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modified maximum likelihood equations
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time series
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quadratic forms
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asymptotic relative efficiencies
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local alternatives
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estimating equation
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robustness
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