Two new approaches to robust estimation in time series (Q3350577)
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scientific article; zbMATH DE number 4199389
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Two new approaches to robust estimation in time series |
scientific article; zbMATH DE number 4199389 |
Statements
Two new approaches to robust estimation in time series (English)
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1990
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additive outliers
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innovation outliers
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autoregressive model
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robust autocorrelation
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robust covariance matrix
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robust time series modelling
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Yule-Walker
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least squares methods
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Simulation experiments
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relative efficiency
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breakdown bounds
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0.8144643902778625
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0.7900047302246094
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0.789946973323822
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0.789260983467102
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