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zbMath0689.62076MaRDI QIDQ3995937

Hector Allende Olivares

Publication date: 17 September 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

simulations stationary processes robust estimation qualitative robustness M- estimators quantitative robustness GM-estimators ARMA-processes contaminated ARMA-model RA-estimators

Mathematics Subject Classification ID

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

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RECURSIVE GENERALIZED M ESTIMATES FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS

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