Ordinary and proper location <i>M</i>-estimates for autoregressive-moving average models (Q3745109): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1093/biomet/73.3.679 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2091961596 / rank | |||
Normal rank | |||
Latest revision as of 19:20, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ordinary and proper location <i>M</i>-estimates for autoregressive-moving average models |
scientific article |
Statements
Ordinary and proper location <i>M</i>-estimates for autoregressive-moving average models (English)
0 references
1986
0 references
weak dependency structure
0 references
robustness
0 references
ARMA
0 references
M-estimate
0 references
robustifying loss function
0 references
location
0 references
Monte Carlo studies
0 references
non-Gaussian ARMA model
0 references
