Robust Estimation For Periodic Autoregressive Time Series
Author:
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9892.2007.00555.x/fullpdf
Reference14 articles.
1. Robust tests for time series with an application to first-order autoregressive processes
2. Large Sample Properties of Parameter Estimates for Periodic ARMA Models
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