A New Robust Estimation Method for ARMA Models

DOI10.1109/TSP.2010.2046413zbMath1391.62159OpenAlexW2064516187MaRDI QIDQ4570352

Y. Chakhchoukh

Publication date: 9 July 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2010.2046413

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (2)

Robust closed-form estimators for the integer-valued GARCH(1,1) model ⋮ A novel weight function-based robust iterative learning identification method for discrete Box-Jenkins models with Student's \(t\)-distribution noises

This page was built for publication: A New Robust Estimation Method for ARMA Models