Robust autoregressive estimates using quadratic programming (Q1278983)

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scientific article; zbMATH DE number 1255875
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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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