CONFIDENCE INTERVALS FOR ROBUST ESTIMATES OF THE FIRST ORDER AUTOREGRESSIVE PARAMETER (Q3946971)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CONFIDENCE INTERVALS FOR ROBUST ESTIMATES OF THE FIRST ORDER AUTOREGRESSIVE PARAMETER |
scientific article |
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CONFIDENCE INTERVALS FOR ROBUST ESTIMATES OF THE FIRST ORDER AUTOREGRESSIVE PARAMETER (English)
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1981
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robust estimates
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first order autoregressive parameter
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least squares
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generalized M-estimator
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time series
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GM-estimators
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contamination
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bisquare
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Huber
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conservative percent points
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LAB-deficiencies
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estimators of transition parameter
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