On the stability of estimation of AR(1) coefficient in the presence of contaminated exponential innovations (Q485972)
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scientific article; zbMATH DE number 6386352
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| English | On the stability of estimation of AR(1) coefficient in the presence of contaminated exponential innovations |
scientific article; zbMATH DE number 6386352 |
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On the stability of estimation of AR(1) coefficient in the presence of contaminated exponential innovations (English)
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14 January 2015
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autoregressive
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contamination
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exponential
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estimation
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stability
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0.8358867168426514
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0.8358867168426514
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0.8156757950782776
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0.7990353107452393
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0.7883820533752441
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