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Publication:3976176
zbMath0738.62036MaRDI QIDQ3976176
Víctor J. Yohai, R. Douglas Martin
Publication date: 26 June 1992
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
influence functionrobust filteringbreakdown pointS-estimatesAR(1)-processrobust predictorBIF- estimatorbounded influence autoregression estimatornew class of robust estimates of autoregression parameterspoint-mass contaminationprediction residualsrobust scale estimatessimulated maximum bias curve
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
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