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Calculation of the Asymptotic Covariance Matrix of the Generalized Exponential Autoregressive Model for the Huber Loss Function
| Authors: Goryainov V.B., Masyagin M.M. | Published: 15.10.2025 |
| Published in issue: #4(121)/2025 | |
| DOI: | |
| Category: Mathematics and Mechanics | Chapter: Mathematical Simulation, Numerical Methods and Software Packages | |
| Keywords: generalized exponential auto-regressive model, Huber loss function, asymptotic covariance matrix, Taylor series expansion | |