Robust and consistent estimates of autoregressive-moving average parameters (Q3765032)

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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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