Robust estimation of AR coefficients under simultaneously influencing outliers and missing values
type: Item
instance of: scholarly article
title: Robust estimation of AR coefficients under simultaneously influencing outliers and missing values
zbMATH Open document ID: 1215.62093
author: Yuriĭ Semenovich Kharin
author: Valeriy A. Voloshko
published in: Journal of Statistical Planning and Inference
publication date: 2011-06-24T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62F35
zbMATH DE Number: 5912720
zbMATH Keywords: time series
zbMATH Keywords: autoregression
zbMATH Keywords: Cauchy distribution
describes a project that uses: TDSL
describes a project that uses: robustbase
describes a project that uses: TSDL
MaRDI profile type: Publication
full work available at URL: j.jspi.2011.04.015
OpenAlex ID: W2077974654
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DOI: 10.1016/J.JSPI.2011.04.015
description: scientific article; zbMATH DE number 5912720