Robust estimates of linear model parameters in noise having a moving average (Q1106801)
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scientific article; zbMATH DE number 4062961
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| English | Robust estimates of linear model parameters in noise having a moving average |
scientific article; zbMATH DE number 4062961 |
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Robust estimates of linear model parameters in noise having a moving average (English)
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1987
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Whitened M-estimators, an extension of Huber M-estimators, are proposed for estimating linear model parameters in noise having a moving average. The consistency and asymptotic normality of M-estimators in dependent noise is proved for a shift parameter for one-dimensional regression.
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Whitened M-estimators
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linear model parameters
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moving average
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consistency
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asymptotic normality
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0.89516705
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0.8917429
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0.8840109
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0.87867594
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0.87540555
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