Publication:3313123
From MaRDI portal
zbMath0531.62038MaRDI QIDQ3313123
Publication date: 1980
influence curve; generalized M-estimates; asymptotic covariance expression; bounded-influence estimates; examples of applications; robust estimation of autoregressive models; robust order-selection rule
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F35: Robustness and adaptive procedures (parametric inference)
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