Bias of the lse estimator of the first order autoregressive model under tukey contamination

DOI10.1080/03610929608831783zbMath0900.62492OpenAlexW2041976402MaRDI QIDQ4337211

Hocine Fellag, Ryszard Zieliński

Publication date: 12 November 1998

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

Full work available at URL: https://doi.org/10.1080/03610929608831783

zbMATH Keywords

biasleast square estimator\(\varepsilon\)-contaminationautoregression coefficient

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• One-Sample One-Sided StudentT-Test Under Contaminants
• Algorithm AS 195: Multivariate Normal Probabilities with Error Bound
• A New Procedure for Group Sequential Analysis in Clinical Trials
• Stochastic Models of Economic Fluctuations

This page was built for publication: Bias of the lse estimator of the first order autoregressive model under tukey contamination