M-estimates of autoregression with random coefficients (Q1616223)
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scientific article; zbMATH DE number 6969912
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | M-estimates of autoregression with random coefficients |
scientific article; zbMATH DE number 6969912 |
Statements
M-estimates of autoregression with random coefficients (English)
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1 November 2018
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autoregression model with random coefficients
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least squares estimate
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M-estimate
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asymptotic relative efficiency
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Tukey distribution
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