Robust estimation in time series
type: Item
instance of: scholarly article
title: Robust estimation in time series
zbMATH Open document ID: 1037.62089
DOI: 10.1007/BF02595713
author: Carlos I. Martínez
author: Raúl P. Mentz
published in: Test
publication date: 2003-05-25T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F35
Mathematics Subject Classification ID: 65C20
zbMATH DE Number: 1915923
zbMATH Keywords: maximum likelihood
zbMATH Keywords: contaminated errors
zbMATH Keywords: estimation of error variance
zbMATH Keywords: robustness
zbMATH Keywords: first-order moving average model
describes a project that uses: S-PLUS
describes a project that uses: ITSM
describes a project that uses: R
describes a project that uses: MINITAB
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1915923