Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies
type: Item
instance of: scholarly article
title: Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies
zbMATH Open document ID: 1470.62131
published in: Journal of Multivariate Analysis
publication date: 2021-08-05T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62F35
zbMATH DE Number: 7379044
zbMATH Keywords: discrete-valued time series
zbMATH Keywords: innovation outliers
zbMATH Keywords: parameter estimation
zbMATH Keywords: robustness
zbMATH Keywords: multivariate conditional frequencies
zbMATH Keywords: sensitivity analysis
author: Yuriĭ Semenovich Kharin
author: Valeriy A. Voloshko
MaRDI profile type: Publication
full work available at URL: j.jmva.2021.104777
OpenAlex ID: W3169490264
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DOI: 10.1016/J.JMVA.2021.104777
description: scientific article; zbMATH DE number 7379044