Publication:4729201
From MaRDI portal
zbMath0679.62072MaRDI QIDQ4729201
Víctor J. Yohai, R. Douglas Martin
Publication date: 1989
robustness; M-estimate; contamination models; Fisher consistent; time series outliers; bounded-influence regression; AM estimate; AR(1) parameter; hard-rejection; robust estimates of ARMA model parameters; robust filter recursion
62M20: Inference from stochastic processes and prediction
62F10: Point estimation
62F35: Robustness and adaptive procedures (parametric inference)
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