The Cramer-Rao Bound and Robust M-Estimates for Autoregressions

R. Douglas Martin

Type: Article

Publication Date: 1982-08-01

Citations: 8

DOI: https://doi.org/10.2307/2335419

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Biometrika - View

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Works That Cite This (5)

Action	Title	Year	Authors
+	Strong consistency of the LAD (L/sub 1/) estimator of parameters of stationary autoregressive processes with zero mean	1989	S.A. Ruzinsky Elwood T. Olsen
+	Statistically/Computationally efficient estimation of non-Gaussian autoregressive processes	2005	Steven Kay Debapriya Sengupta
+	4 Robustness in time series and estimating ARMA models	1985	R. Douglas Martin Vı́ctor J. Yohai
+	Discrimination with autocorrelated observations	1985	Charles Lawoko Geoffrey J. McLachlan
+	Parameter estimation and GLRT detection in colored non-Gaussian autoregressive processes	1990	Debapriya Sengupta Steven Kay

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