A Comparative Note about Estimation of the Fractional Parameter under Additive Outliers
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Publication:2809594
DOI10.1080/03610918.2014.892322zbMath1359.62383OpenAlexW2066680123MaRDI QIDQ2809594
Publication date: 30 May 2016
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: http://files.pucp.edu.pe/departamento/economia/DDD356.pdf
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric robustness (62G35)
Uses Software
Cites Work
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