Robust estimation of periodic autoregressive processes in the presence of additive outliers
From MaRDI portal
Publication:990899
DOI10.1016/j.jmva.2010.05.006zbMath1323.62087MaRDI QIDQ990899
Alessandro J. Q. Sarnaglia, Céline Lévy-Leduc, Valdério Anselmo Reisen
Publication date: 1 September 2010
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2010.05.006
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
62F35: Robustness and adaptive procedures (parametric inference)
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