Influence functional for higher order autoregression

MaRDI QIDQ1368728zbMATH OpenFDO

Authors Zbigniew K. Gajo

Publication date 24 August 1998

Published in Bulletin of the Polish Academy of Sciences. Technical Sciences (Search for Journal in Brave)

zbMATH Keywords

robustnessautoregressionGM-estimatesinfluence functional

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35)

Recommendations

• scientific article; zbMATH DE number 3842986
• Influence functionals for time series (with discussion)
• Infinitesimal robustness for autoregressive processes
• scientific article; zbMATH DE number 3921744
• scientific article; zbMATH DE number 18763

Cited in

(3)

• Influence functionals for time series (with discussion)
• Infinitesimal robustness for autoregressive processes
• scientific article; zbMATH DE number 3921744 (Why is no real title available?)

This page was built for publication: Influence functional for higher order autoregression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1368728)