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Publication:3917383
zbMath0465.62088MaRDI QIDQ3917383
E. A. Pilotta and G. A. Torres O. H. Bustos
Publication date: 1982
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
consistencyasymptotic normalityleast squares estimatesM- estimatescontaminated pth-order autoregressive processessimultaneous estimation of coefficients and scale parameter
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)
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