General M-estimates for contaminated p th-order autoregressive processes: Consistency and asymptotic normality-Reference-Cited by-同舟云学术

General M-estimates for contaminated p th-order autoregressive processes: Consistency and asymptotic normality

Published:1982 Issue:4 Volume:59 Page:491-504
ISSN:0044-3719
Container-title:Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete
language:en
Short-container-title:Z. Wahrscheinlichkeitstheorie verw Gebiete

Author:

Bustos Oscar H.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis

Link

http://link.springer.com/content/pdf/10.1007/BF00532805.pdf

Reference16 articles.

1. Anderson, T.W.: The statistical analysis of time series. New York: Wiley 1971

2. Billingsley, P.: Convergence of probability measures. New York: Wiley 1968

3. Breiman, L.: Probability. Reading: Addison-Wesley 1968

4. Brillinger, D.R.: A power spectral estimate which is insensitive to transients. Technometrics, 15, 559?562 (1973)

5. Bustos, O.H.: Asymptotic behavior of general M-estimates for contaminated autoregressive process. Notas e Comunicações N0 5, Universidade Federal de Pernambuco, Recife, Brasil 1979

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