Robust simulation-based estimation of ARMA models

Journal of Computational and Graphical Statistics

Volumn 10, Issue 2, 2001, Pages 370-387

  Luna, Xavier De ^a   Genton, Marc G ^b  

^a UMEÅ UNIVERSITY   (Sweden)

^b NORTH CAROLINA STATE UNIVERSITY   (United States)

Author keywords

Breakdown point; GM estimator; Indirect inference; Influence function; Robustness; Time series

Indexed keywords

EID: 0013094426     PISSN: 10618600     EISSN: 15372715     Source Type: Journal    
DOI: 10.1198/10618600152628347     Document Type: Article

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