Further results on a robust multivariate time series analysis in nonlinear models with autoregressive and t-distributed errors (Q2419610)
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scientific article; zbMATH DE number 7066161
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| English | Further results on a robust multivariate time series analysis in nonlinear models with autoregressive and t-distributed errors |
scientific article; zbMATH DE number 7066161 |
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Further results on a robust multivariate time series analysis in nonlinear models with autoregressive and t-distributed errors (English)
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14 June 2019
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multivariate time series
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nonlinear regression model
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AR process
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scaled t-distribution
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partially adaptive estimation
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robust parameter estimation
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GEM algorithm
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bootstrapping
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GNSS time series
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0.7536631226539612
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0.7512351870536804
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0.7402458786964417
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0.7325336337089539
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