Recursive computation of M-estimates for the parameters of a finite autoregressive process (Q1168031): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 03:26, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Recursive computation of M-estimates for the parameters of a finite autoregressive process |
scientific article |
Statements
Recursive computation of M-estimates for the parameters of a finite autoregressive process (English)
0 references
1982
0 references
recursive computation of M-estimates
0 references
finite autoregressive process
0 references
heavy-tailed innovations
0 references
weak dependence properties
0 references
brief Monte Carlo study
0 references
robustness
0 references