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The influence of anomalous observations on the least squares estimate of the parameter of the autoregressive equation with random coefficient
| Authors: Goryainov V.B., Goryainova E.R. | Published: 04.04.2016 |
| Published in issue: #2(65)/2016 | |
| DOI: 10.18698/1812-3368-2016-2-16-24 | |
| Category: Mathematics and Mechanics | Chapter: Mathematical Logics, Algebra, and Theory of Numbers | |
| Keywords: random coefficient autoregressive model, influence functional, gross-error sensitivity, additive outliers, replacement outliers | |