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scientific article; zbMATH DE number 1216594 - MaRDI portal

scientific article; zbMATH DE number 1216594

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Publication:4215963

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zbMath0907.62039MaRDI QIDQ4215963

Héctor Allende, Jorge Galbiati

Publication date: 9 March 1999

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

zbMATH Keywords

outliers simulations Wald statistics autoregressive moving average models portmanteau statistics GM estimates RA-estimates robustified score

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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