Robust parameter estimation of regression model with AR(p) error terms (Q5085029)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Robust parameter estimation of regression model with AR(p) error terms |
scientific article; zbMATH DE number 7550140
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust parameter estimation of regression model with AR(p) error terms |
scientific article; zbMATH DE number 7550140 |
Statements
Robust parameter estimation of regression model with AR(p) error terms (English)
0 references
29 June 2022
0 references
autoregressive stationary process
0 references
conditional maximum likelihood
0 references
linear regression
0 references
non-normal distributions
0 references
robust estimation
0 references
