Publication:3917383
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zbMath0465.62088MaRDI QIDQ3917383
E. A. Pilotta and G. A. Torres O. H. Bustos
Publication date: 1982
consistency; asymptotic normality; least squares estimates; M- estimates; contaminated pth-order autoregressive processes; simultaneous estimation of coefficients and scale parameter
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F35: Robustness and adaptive procedures (parametric inference)
65C05: Monte Carlo methods
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