A PROCEDURE FOR OBTAINING M-ESTIMATES IN REGRESSION MODELS WITH SERIALLY DEPENDENT ERRORS (Q3028146)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A PROCEDURE FOR OBTAINING M-ESTIMATES IN REGRESSION MODELS WITH SERIALLY DEPENDENT ERRORS |
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A PROCEDURE FOR OBTAINING M-ESTIMATES IN REGRESSION MODELS WITH SERIALLY DEPENDENT ERRORS (English)
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1986
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non-normal errors
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autoregressive errors
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least absolute deviations estimation
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robustness
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stable distributions
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serially dependent errors
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iterative Cochrane-Orcutt type M-estimator
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proof of convergence
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least absolute error criterion
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existence of multiple stationary points
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