Optimal robust estimation for discrete time stochastic processes
- 31 December 1987
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 26, 267-276
- https://doi.org/10.1016/0304-4149(87)90180-3
Abstract
No abstract availableKeywords
This publication has 8 references indexed in Scilit:
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- Robust Estimation of the First-Order Autoregressive ParameterJournal of the American Statistical Association, 1979
- The Behavior of Robust Estimators on Dependent DataThe Annals of Statistics, 1975