Nonstandard problems of robust identification of regression models

DOI10.1007/BF02362486zbMath0871.62071MaRDI QIDQ1355322

V. A. Gurevich

Publication date: 21 May 1997

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

zbMATH Keywords

robust identification\(M\)-estimatesfunctional of noise distributionminimal-contrast estimates

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35) Identification in stochastic control theory (93E12)

Cites Work

• Unnamed Item
• Stable methods of estimating parameters

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