GENERAL M-ESTIMATES FOR CONTAMINATED P TH-ORDER AUTOREGRESSIVE PROCESSES - CONSISTENCY AND ASYMPTOTIC NORMALITY - ROBUSTNESS IN AUTOREGRESSIVE PROCESSES

被引：44

作者：

BUSTOS, OH

机构：

来源：

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE | 1982年 / 59卷 / 04期

关键词：

D O I：

10.1007/BF00532805

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：491 / 504

页数：14

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