Recursive computation of M-estimates for the parameters of a finite autoregressive process
type: Item
instance of: scholarly article
title: Recursive computation of M-estimates for the parameters of a finite autoregressive process
zbMATH Open document ID: 0492.62076
author: Katherine Campbell
published in: The Annals of Statistics
publication date: 1982-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62L12
Mathematics Subject Classification ID: 62L20
Mathematics Subject Classification ID: 62F35
zbMATH DE Number: 3774748
zbMATH Keywords: recursive computation of M-estimates
zbMATH Keywords: finite autoregressive process
zbMATH Keywords: heavy-tailed innovations
zbMATH Keywords: weak dependence properties
zbMATH Keywords: brief Monte Carlo study
zbMATH Keywords: robustness
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176345785
OpenAlex ID: W1970015907
DOI: 10.1214/AOS/1176345785
description: scientific article; zbMATH DE number 3774748