Robustness of estimation of first-order autoregressive model under contaminated uniform white noise

DOI10.7151/DMPS.1107zbMath1208.62140OpenAlexW2585985027MaRDI QIDQ3084935

K. Nouali

Publication date: 25 March 2011

Published in: Discussiones Mathematicae Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/52c2e15e7c1621b9f830909562dc0de6bb43e2fc

zbMATH Keywords

tablesbiasautoregressive modelMSEgeneralized beta distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

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