scientific article; zbMATH DE number 3901860

MaRDI QIDQ3680116zbMATH OpenFDO

Authors Victor J. Yohai, Oscar Bustos, Ricardo Fraiman

Publication date 1984

zbMATH Keywords

asymptotic normalityconsistencyrobust estimatesARMA(p,q) processresidual autocovariancesRA estimates

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35)

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