ADAPTIVE ESTIMATES FOR AUTOREGRESSIVE PROCESSES

被引：35

作者：

BERAN, R ^{[1
]}

机构：

[1] UNIV CALIF BERKELEY,BERKELEY,CA 94720

来源：

关键词：

D O I：

10.1007/BF02504731

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：77 / 89

页数：13

共 7 条

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BROWN, BM .

ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (01) :59-&

[4] ROBUST ESTIMATION OF LOCATION PARAMETER [J].

HUBER, PJ .

ANNALS OF MATHEMATICAL STATISTICS, 1964, 35 (01) :73-&

[5] SOME FLEXIBLE ESTIMATES OF LOCATION [J].

JAECKEL, LA .

ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (05) :1540-&

[6]

LECAM L, 1956, 3 P BERK S MATH STAT, V1, P129

[7]

MANN HB, 1943, ECONOMETRICA, V11, P217