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Robust minimum distance estimators for the CARR(1,1) model - MaRDI portal

Robust minimum distance estimators for the CARR(1,1) model (Q5033942)

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scientific article; zbMATH DE number 7480648
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Robust minimum distance estimators for the CARR(1,1) model
scientific article; zbMATH DE number 7480648

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    Robust minimum distance estimators for the CARR(1,1) model (English)
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    24 February 2022
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    conditional autoregressive range model
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    minimum distance estimator
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    autocorrelation function
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    outliers
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