Robust interval estimation of the innovation variance of an ARMA model
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Publication:1239570
DOI10.1214/aos/1176343893zbMath0361.62079OpenAlexW2027014234WikidataQ100556914 ScholiaQ100556914MaRDI QIDQ1239570
Publication date: 1977
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176343893
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric robustness (62G35)
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