Robust modelling of periodic vector autoregressive time series-Reference-Cited by-同舟云学术

Robust modelling of periodic vector autoregressive time series

Published:2014-12 Issue: Volume:155 Page:93-106
ISSN:0378-3758
Container-title:Journal of Statistical Planning and Inference
language:en
Short-container-title:Journal of Statistical Planning and Inference

Author:

Ursu Eugen,Pereau Jean-Christophe

Funder

French National Research Agency (ANR)

Cluster of Excellence COTE

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference29 articles.

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5. Robust estimates for ARMA models;Bustos;J. Amer. Statist. Assoc.,1986

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