Robust Estimation for Time Series Autoregressions
- 1 January 1979
- book chapter
- Published by Elsevier
Abstract
No abstract availableThis publication has 22 references indexed in Scilit:
- Robust regression estimators compared via monte carloCommunications in Statistics - Theory and Methods, 1977
- Adaptive estimates for autoregressive processesAnnals of the Institute of Statistical Mathematics, 1976
- Robust estimation and outlier detection with correlation coefficientsBiometrika, 1975
- The Behavior of Robust Estimators on Dependent DataThe Annals of Statistics, 1975
- Adaptive Robust Procedures: A Partial Review and Some Suggestions for Future Applications and TheoryJournal of the American Statistical Association, 1974
- The Influence Curve and its Role in Robust EstimationJournal of the American Statistical Association, 1974
- Robust estimation: A condensed partial surveyProbability Theory and Related Fields, 1973
- A General Qualitative Definition of RobustnessThe Annals of Mathematical Statistics, 1971
- Power spectrum estimation through autoregressive model fittingAnnals of the Institute of Statistical Mathematics, 1969
- Robust Estimation of a Location ParameterThe Annals of Mathematical Statistics, 1964