Search by keyword: "robust estimate"
Robust Identification of an Exponential Autoregressive Model
| Authors: Goryainov A.V., Goryainov V.B., Khing W.M. | Published: 08.08.2020 |
| Published in issue: #4(91)/2020 | |
| DOI: 10.18698/1812-3368-2020-4-42-57 | |
| Category: Mathematics and Mechanics | Chapter: Computational Mathematics | |
| Keywords: exponential autoregression, robust estimate, consistency, asymptotic normality, asymptotic relative efficiency | |