Efficient robust estimation of time-series regression models. (Q834023)
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scientific article; zbMATH DE number 5595904
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| English | Efficient robust estimation of time-series regression models. |
scientific article; zbMATH DE number 5595904 |
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Efficient robust estimation of time-series regression models. (English)
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17 August 2009
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asymptotic efficiency
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least weighted squares
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robust regression
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time series
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0.8703979849815369
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0.8045142889022827
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0.7904948592185974
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0.7904948592185974
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0.789946973323822
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