On robust estimation in the first order autoregressive processes (Q4493674)
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scientific article; zbMATH DE number 1487194
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| English | On robust estimation in the first order autoregressive processes |
scientific article; zbMATH DE number 1487194 |
Statements
On robust estimation in the first order autoregressive processes (English)
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27 February 2001
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simulations
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least squares estimate
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generalized \(M\)-estimate
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median substitute estimate
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additive outliers
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autoregressive process
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0.96188897
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0.9199553
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0.9151688
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0.9087668
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