scientific article
From MaRDI portal
Publication:3313123
zbMath0531.62038MaRDI QIDQ3313123
Publication date: 1980
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
influence curvegeneralized M-estimatesasymptotic covariance expressionbounded-influence estimatesexamples of applicationsrobust estimation of autoregressive modelsrobust order-selection rule
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items
Outlier detection tests based on martingale estimating equations for stochastic processes, Optimal robust estimation for discrete time stochastic processes, On the stability of robust filter-cleaners, Estimating the inverse autocorrelation function from outlier contaminated data, A new image segmentation algorithm with applications to image inpainting, Spatial ARMA models and its applications to image filtering, Robust estimation of stationary continuous‐time arma models via indirect inference, Selecting sub-set autoregressions from outlier contaminated data., Unnamed Item, Outlier detection for stationary time series, Asymptotic normality of \(L\)-statistics based on \(m(n)\)-decomposable time series, Locating multiple interacting quantitative trait loci using robust model selection, Robust estimation for spatial autoregressive processes based on bounded innovation propagation representations, Robust AIC with high breakdown scale estimate, On robust estimation in the first order autoregressive processes, Robust goodness-of-fit tests for \(\text{AR} (p)\) models based on \(L_1\)-norm fitting