Robust parameter estimation of regression model with AR(p) error terms (Q5085029)
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scientific article; zbMATH DE number 7550140
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust parameter estimation of regression model with AR(p) error terms |
scientific article; zbMATH DE number 7550140 |
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Robust parameter estimation of regression model with AR(p) error terms (English)
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29 June 2022
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autoregressive stationary process
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conditional maximum likelihood
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linear regression
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non-normal distributions
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robust estimation
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