scientific article; zbMATH DE number 18763

MaRDI QIDQ3976176zbMATH OpenFDO

Authors Victor J. Yohai, R. Douglas Martin

Publication date 26 June 1992

zbMATH Keywords

AR(1)-processBIF- estimatorbounded influence autoregression estimatorbreakdown pointinfluence functionnew class of robust estimates of autoregression parameterspoint-mass contaminationprediction residualsrobust filteringrobust predictorrobust scale estimatesS-estimatessimulated maximum bias curve

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• BIASES OF ESTIMATORS IN MULTIVARIATE NON-GAUSSIAN AUTOREGRESSIONS
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