ROBUST ESTIMATION OF THE 1ST-ORDER AUTOREGRESSIVE PARAMETER

被引：158

作者：

DENBY, L ^{[1
]}

MARTIN, RD ^{[1
]}

机构：

[1] UNIV WASHINGTON,DEPT ELECT ENGN,SEATTLE,WA 98195

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1979年 / 74卷 / 365期

关键词：

D O I：

10.2307/2286743

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：140 / 146

页数：7

共 50 条

[1] THE TAPERING ESTIMATION OF THE 1ST-ORDER AUTOREGRESSIVE PARAMETERS
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[2] ON UNIVERSALLY EFFICIENT ESTIMATION OF THE 1ST-ORDER AUTOREGRESSIVE PARAMETER AND UNIVERSAL DATA-COMPRESSION
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[4] PARAMETER INFERENCE FOR A NEARLY NONSTATIONARY 1ST-ORDER AUTOREGRESSIVE MODEL
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[5] SEQUENTIAL ESTIMATION OF THE MEAN OF A 1ST-ORDER STATIONARY AUTOREGRESSIVE PROCESS
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[10] ESTIMATION OF THE PARAMETERS INVOLVED IN A 1ST-ORDER AUTOREGRESSIVE PROCESS FOR CONTEMPORARY GROUPS
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