Ordinary and proper location <i>M</i>-estimates for autoregressive-moving average models (Q3745109): Difference between revisions
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Revision as of 18:20, 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)
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1986
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weak dependency structure
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robustness
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ARMA
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M-estimate
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robustifying loss function
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location
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Monte Carlo studies
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non-Gaussian ARMA model
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