ROBUST ESTIMATES FOR ARMA MODELS

被引:81
作者
BUSTOS, OH
YOHAI, VJ
机构
[1] CIUDAD UNIV,FAC CIENCIAS EXACTAS & NAT,DEPT MATEMAT,RA-1428 BUENOS AIRES,ARGENTINA
[2] CTR ESTUDIOS MACROECON ARGENTINA,RA-3210 VIRREY DEL PINO,BUENOS AIRES,ARGENTINA
关键词
D O I
10.2307/2287983
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
收藏
页码:155 / 168
页数:14
相关论文
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