scientific article; zbMATH DE number 3965271

MaRDI QIDQ3732808zbMATH OpenFDO

Authors Joana Lipeikienė

Publication date 1984

zbMATH Keywords

algorithmautoregressive processM-estimatesMaximum likelihood estimatesrobust estimates

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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