Robust estimation for periodic autoregressive time series

Article (Web of Science)

• cited authors: Shao, Q.
• authors: Shao, Qin
• publication date: March 1, 2008
• webpage: Web of Science
• published in: JOURNAL OF TIME SERIES ANALYSIS Journal

author keyword

• asymptotic relative efficiency
• estimating equations
• periodic autoregressive models
• periodically stationary time series
• robust estimators

• category: STATISTICS & PROBABILITY Category
• start page: 251
• end page: 263
• volume: 29
• issue: 2