Robust estimation in long-memory processes under additive outliers (Q154483): Difference between revisions

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9 June 2009
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Property / author: Fabio Fajardo Molinares / rank
 
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Property / author: Valdério Anselmo Reisen / rank
 
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Property / author: Francisco Cribari-Neto / rank
 
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Robust estimation in long-memory processes under additive outliers (English)
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Property / zbMATH Open document ID: 1162.62085 / rank
 
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Property / Mathematics Subject Classification ID: 62M10 / rank
 
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Property / Mathematics Subject Classification ID: 62G05 / rank
 
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Property / Mathematics Subject Classification ID: 62G35 / rank
 
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Property / Mathematics Subject Classification ID: 62M15 / rank
 
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Property / Mathematics Subject Classification ID: 62F35 / rank
 
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Property / Mathematics Subject Classification ID: 65C05 / rank
 
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Property / zbMATH DE Number: 5563245 / rank
 
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additive outliers
Property / zbMATH Keywords: additive outliers / rank
 
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ARFIMA model
Property / zbMATH Keywords: ARFIMA model / rank
 
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long-memory
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robustness
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Revision as of 21:13, 10 July 2023

scientific article
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Robust estimation in long-memory processes under additive outliers
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    8
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    2511-2525
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    August 2009
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    9 June 2009
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    Robust estimation in long-memory processes under additive outliers (English)
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    additive outliers
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    ARFIMA model
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    long-memory
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    robustness
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