Robust estimation for the coefficient of a first order autoregressive process (Q4493675)
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scientific article; zbMATH DE number 1487195
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| English | Robust estimation for the coefficient of a first order autoregressive process |
scientific article; zbMATH DE number 1487195 |
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Robust estimation for the coefficient of a first order autoregressive process (English)
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10 August 2000
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Theil's estimator
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Hussain's estimator
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least squares estimator
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computer simulation
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0.8540562987327576
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