Bias of the lse estimator of the first order autoregressive model under tukey contamination (Q4337211)
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scientific article; zbMATH DE number 1010817
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| English | Bias of the lse estimator of the first order autoregressive model under tukey contamination |
scientific article; zbMATH DE number 1010817 |
Statements
Bias of the lse estimator of the first order autoregressive model under tukey contamination (English)
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12 November 1998
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autoregression coefficient
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least square estimator
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bias
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\(\varepsilon\)-contamination
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0.7967817783355713
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0.7873557209968567
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0.7797444462776184
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