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Robust estimation for ARMA models - MaRDI portal

Robust estimation for ARMA models (Q1020981)

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Robust estimation for ARMA models
scientific article

    Statements

    title
    Robust estimation for ARMA models (English)
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    author
    Nora Muler
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    Daniel Peña
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    Víctor J. Yohai
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    publication date
    4 June 2009
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    zbMATH Keywords
    MM-estimates
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    outliers
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    time series
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    Identifiers

    DOI
    10.1214/07-AOS570
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    Mathematics Subject Classification ID
    62M10
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    62F10
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    62F35
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    65C05
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    zbMATH DE Number
    5561748
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    arXiv ID
    0904.0106
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    OpenAlex ID
    W3100325525
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