Computation of Certain Minimum Distance Estimators in AR[k] Model (Q4694195)
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scientific article; zbMATH DE number 218484
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computation of Certain Minimum Distance Estimators in AR[k] Model |
scientific article; zbMATH DE number 218484 |
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Computation of Certain Minimum Distance Estimators in AR[k] Model (English)
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17 August 1993
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linear combination of absolute linear functionals
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stationary ergodic sequence
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autoregressive model
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optimization
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minimum distance estimators
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existence of minimizers
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autoregressive parameters
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outliers
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simulations
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functional least square estimators
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