ROBUST ESTIMATES FOR ARMA MODELS

被引：82

作者：

BUSTOS, OH

YOHAI, VJ

机构：

[1] CIUDAD UNIV,FAC CIENCIAS EXACTAS & NAT,DEPT MATEMAT,RA-1428 BUENOS AIRES,ARGENTINA

[2] CTR ESTUDIOS MACROECON ARGENTINA,RA-3210 VIRREY DEL PINO,BUENOS AIRES,ARGENTINA

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1986年 / 81卷 / 393期

关键词：

D O I：

10.2307/2287983

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：155 / 168

页数：14

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[10] GENERAL QUALITATIVE DEFINITION OF ROBUSTNESS [J].

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