General M-estimates for contaminated p th-order autoregressive processes: Consistency and asymptotic normality (Q3940696): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 13:36, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | General M-estimates for contaminated p th-order autoregressive processes: Consistency and asymptotic normality |
scientific article |
Statements
General M-estimates for contaminated p th-order autoregressive processes: Consistency and asymptotic normality (English)
0 references
1982
0 references
simultaneous estimation of coefficients and scale parameter
0 references
least squares estimates
0 references
M-estimates
0 references
consistency
0 references
asymptotic normality
0 references
contaminated pth-order autoregressive processes
0 references
