Robustness of estimation of first-order autoregressive model under contaminated uniform white noise (Q3084935)
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scientific article; zbMATH DE number 5870513
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| English | Robustness of estimation of first-order autoregressive model under contaminated uniform white noise |
scientific article; zbMATH DE number 5870513 |
Statements
Robustness of estimation of first-order autoregressive model under contaminated uniform white noise (English)
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25 March 2011
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autoregressive model
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bias
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MSE
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generalized beta distribution
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tables
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0.8156757950782776
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0.8043709397315979
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0.7942385077476501
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0.7942385077476501
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