General M-estimates for contaminated p th-order autoregressive processes: Consistency and asymptotic normality (Q3940696)
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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)
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1982
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simultaneous estimation of coefficients and scale parameter
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least squares estimates
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M-estimates
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consistency
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asymptotic normality
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contaminated pth-order autoregressive processes
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