ROBUST IDENTIFICATION OF AUTOREGRESSIVE MOVING AVERAGE MODELS

被引：11

作者：

MASAROTTO, G

机构：

来源：

APPLIED STATISTICS-JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C | 1987年 / 36卷 / 02期

关键词：

D O I：

10.2307/2347553

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：214 / 220

页数：7

共 14 条

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[2]

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[3]

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[4]

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[5]

FOX AJ, 1972, J ROY STAT SOC B, V34, P350

[6] GENERAL QUALITATIVE DEFINITION OF ROBUSTNESS [J].

HAMPEL, FR .

ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (06) :1887-&

[7]

Huber PJ., 1981, ROBUST STATISTICS

[8] ROBUST M-ESTIMATORS OF MULTIVARIATE LOCATION AND SCATTER [J].

MARONNA, RA .

[9]

Martin R. D., 1980, DIRECTIONS TIME SERI, P228

[10]

Martin R. D., 1985, HDB STATISTICS, V5, P119