Finite-sample performance of alternative estimators for autoregressive models in the presence of outliers
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Publication:1606507
DOI10.1016/S0167-9473(99)00016-XzbMath1061.62557OpenAlexW1973796791MaRDI QIDQ1606507
Publication date: 29 July 2002
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-9473(99)00016-x
SimulationLeast median of squaresRobust estimationFunctional least squaresInnovation and additive outliers
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35)
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