Asymptotic robustness of least median of squares for autoregressions with additive outliers

DOI10.1080/03610929708832053zbMath0954.62562OpenAlexW2110415471MaRDI QIDQ4269967

André Lucas

Publication date: 10 November 1999

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929708832053

zbMATH Keywords

influence functionbias curvebreakdown curvebreakdown in time series

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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