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Minimum distance estimation in an additive effects outliers model - MaRDI portal

Minimum distance estimation in an additive effects outliers model (Q1175402)

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scientific article; zbMATH DE number 11551
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English
Minimum distance estimation in an additive effects outliers model
scientific article; zbMATH DE number 11551

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    Minimum distance estimation in an additive effects outliers model (English)
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    25 June 1992
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    additive effects outliers model
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    first order autoregressive process
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    existence
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    asymptotic normality
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    minimum distance estimators
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    influence functions
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    asymptotic biases
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