Comparison of efficiency of estimates by the methods of least absolute deviations and least squares in the autoregression model with random coefficient

DOI10.1134/S000511791609006XzbMath1354.93181OpenAlexW2510780663MaRDI QIDQ505314

E. R. Goryainova, A. V. Goryainov

Publication date: 20 January 2017

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s000511791609006x

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

Related Items (4)

M-estimates of autoregression with random coefficients ⋮ Random autoregressive models: A structured overview ⋮ Estimation in nonlinear random fields models of autoregressive type with random parameters ⋮ Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises

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