Two new approaches to robust estimation in time series (Q3350577)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two new approaches to robust estimation in time series |
scientific article |
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Two new approaches to robust estimation in time series (English)
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1990
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additive outliers
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innovation outliers
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autoregressive model
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robust autocorrelation
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robust covariance matrix
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robust time series modelling
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Yule-Walker
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least squares methods
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Simulation experiments
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relative efficiency
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breakdown bounds
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