Robust parameter estimation of regression model with AR(p) error terms
Work
Year: 2017
Type: article
Abstract: In this article, we consider a linear regression model with AR(p) error terms with the assumption that the error terms have a t distribution as a heavy-tailed alternative to the normal distribution. W... more
Institution Ankara University
Cites: 23
Cited by: 12
Related to: 10
FWCI: 0.512
Citation percentile (by year/subfield): 69.2
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green