Robust parameter estimation of regression model with AR(p) error terms
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Publication:5085029
DOI10.1080/03610918.2017.1343839OpenAlexW3103547578MaRDI QIDQ5085029
Olcay Arslan, Birdal Şenoğlu, Yeşim Güney, Yetkin Tuaç
Publication date: 29 June 2022
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1710.04451
linear regressionrobust estimationconditional maximum likelihoodnon-normal distributionsautoregressive stationary process
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