Comparison of efficiency of estimates by the methods of least absolute deviations and least squares in the autoregression model with random coefficient
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Publication:505314
DOI10.1134/S000511791609006XzbMath1354.93181OpenAlexW2510780663MaRDI QIDQ505314
E. R. Goryainova, A. V. Goryainov
Publication date: 20 January 2017
Published in: Automation and Remote Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s000511791609006x
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Related Items (3)
M-estimates of autoregression with random coefficients ⋮ Random autoregressive models: A structured overview ⋮ Estimation in nonlinear random fields models of autoregressive type with random parameters
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