Search by keyword: robust estimation | Herald of the Bauman Moscow State Technical University. Series Natural Sciences

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Herald of the Bauman Moscow State Technical University Series Natural Sciences Certificate of registration SMI PI no. 77-3654 from June 9, 2000, ISSN 1812-3368 (Print), ISSN 2686-8768 (Online)

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Main Keywords robust estimation

Search by keyword: "robust estimation"

Maximum Likelihood Estimation in Threshold Autoregression

Authors: Goryainov V.B., Goryainova E.R.	Published: 08.06.2018
Published in issue: #3(78)/2018
DOI: 10.18698/1812-3368-2018-3-13-23
Category: Mathematics and Mechanics \| Chapter: Computational Mathematics
Keywords: robust estimation, convex objective, maximum likelihood estimation, least squares estimation, least absolute deviation estimation

Maximum Likelihood Estimation in Threshold Autoregression

Authors: Goryainov V.B., Goryainova E.R.	Published: 08.06.2018
Published in issue: #3(78)/2018
DOI: 10.18698/1812-3368-2018-3-13-23
Category: Mathematics and Mechanics \| Chapter: Computational Mathematics
Keywords: robust estimation, convex objective, maximum likelihood estimation, least squares estimation, least absolute deviation estimation

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