Robust autoregressive estimates using quadratic programming (Q1278983)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust autoregressive estimates using quadratic programming |
scientific article |
Statements
Robust autoregressive estimates using quadratic programming (English)
0 references
27 April 1999
0 references
general \(M\)-estimates
0 references
robust estimation
0 references
autoregressive parameters
0 references
time series
0 references
forecasting
0 references
quadratic programming
0 references
0 references
