Robust estimation in time series
| Year of publication: |
2002
|
|---|---|
| Authors: | Mentz, Raúl ; Martínez, Carlos |
| Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 11.2002, 2, p. 385-404
|
| Publisher: |
Springer |
| Subject: | Maximum likelihood estimation | contaminated errors | robustness | estimation of error variance | biases |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005613265