Robust and consistent estimates of autoregressive-moving average parameters (Q3765032)
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English | Robust and consistent estimates of autoregressive-moving average parameters |
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Robust and consistent estimates of autoregressive-moving average parameters (English)
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1987
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robust estimation
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estimates of autoregressive-moving average parameters
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consistent
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nominal Gaussian model
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outliers
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robust version of maximum likelihood estimates of order r
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generalized M-estimates
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