Asymptotic robustness of least median of squares for autoregressions with additive outliers

Communications in Statistics - Theory and Methods

Volumn 26, Issue 10, 1997, Pages 2363-2380

  Lucas, André ^a  

^a VU UNIVERSITY AMSTERDAM   (Netherlands)

Author keywords

Bias curve; Breakdown curve; Breakdown in time series; Influence function

Indexed keywords

ASYMPTOTIC STABILITY; ERROR ANALYSIS; LEAST SQUARES APPROXIMATIONS; PARAMETER ESTIMATION; SENSITIVITY ANALYSIS; TIME SERIES ANALYSIS;

BIAS CURVE; BREAKDOWN CURVE; INFLUENCE FUNCTION; LEAST MEDIAN OF SQUARES (LMS) ESTIMATION;

REGRESSION ANALYSIS;

EID: 0031248759     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610929708832053     Document Type: Article

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