Robust Estimation of ARMA Models with Near Root Cancellation
Year of publication: |
2019
|
---|---|
Authors: | Cogley, Timothy ; Startz, Richard |
Published in: |
Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and flexible Modeling : Part A. - Bingley : Emerald Publishing, ISBN 978-1-78973-241-2. - 2019, p. 133-155
|
Subject: | Schätztheorie | Estimation theory | ARMA-Modell | ARMA model | Robustes Verfahren | Robust statistics | Zeitreihenanalyse | Time series analysis |
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