Recursive computation of M-estimates for the parameters of a finite autoregressive process (Q1168031)
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scientific article; zbMATH DE number 3774748
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive computation of M-estimates for the parameters of a finite autoregressive process |
scientific article; zbMATH DE number 3774748 |
Statements
Recursive computation of M-estimates for the parameters of a finite autoregressive process (English)
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1982
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recursive computation of M-estimates
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finite autoregressive process
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heavy-tailed innovations
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weak dependence properties
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brief Monte Carlo study
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robustness
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