Robust autoregressive estimates using quadratic programming (Q1278983)
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scientific article; zbMATH DE number 1255875
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust autoregressive estimates using quadratic programming |
scientific article; zbMATH DE number 1255875 |
Statements
Robust autoregressive estimates using quadratic programming (English)
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27 April 1999
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general \(M\)-estimates
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robust estimation
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autoregressive parameters
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time series
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forecasting
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quadratic programming
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