A NOTE ON M-ESTIMATION IN STATIONARY ARMA PROCESSES

A NOTE ON M-ESTIMATION IN STATIONARY ARMA PROCESSES

Kreiss, Jens-Peter
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Volume:
3
Language:
english
Journal:
Statistics & Risk Modeling
DOI:
10.1524/strm.1985.3.34.317
Date:
January, 1985
File:
PDF, 602 KB
english, 1985
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