On the stability of estimation of AR(1) coefficient in the presence of contaminated exponential innovations

DOI10.16929/AS/2014.647.59zbMath1309.62049OpenAlexW1579426956MaRDI QIDQ485972

Cherifa Belkacem, Lynda Atil, Hocine Fellag

Publication date: 14 January 2015

Published in: Afrika Statistika (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.as/1418310399

zbMATH Keywords

stabilityestimationautoregressiveexponentialcontamination

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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