| dc.contributor.author | Politis, Dimitris Nicolas | en |
| dc.creator | Politis, Dimitris Nicolas | en |
| dc.date.accessioned | 2019-12-02T10:37:50Z | |
| dc.date.available | 2019-12-02T10:37:50Z | |
| dc.date.issued | 2009 | |
| dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/57510 | |
| dc.description.abstract | An algorithm for robust fitting of AR models is given, based on a linear regression idea. The new method appears to outperform the Yule-Walker estimator in a setting of data contaminated with outliers. © 2008 Elsevier B.V. All rights reserved. | en |
| dc.source | Economics Letters | en |
| dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-58549092995&doi=10.1016%2fj.econlet.2008.12.004&partnerID=40&md5=06ef80750ff1329cc80a44f9143e09a7 | |
| dc.subject | Outliers | en |
| dc.subject | Linear time series | en |
| dc.subject | ARMA models | en |
| dc.title | An algorithm for robust fitting of autoregressive models | en |
| dc.type | info:eu-repo/semantics/article | |
| dc.identifier.doi | 10.1016/j.econlet.2008.12.004 | |
| dc.description.volume | 102 | |
| dc.description.issue | 2 | |
| dc.description.startingpage | 128 | |
| dc.description.endingpage | 131 | |
| dc.author.faculty | Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences | |
| dc.author.department | Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics | |
| dc.type.uhtype | Article | en |
| dc.description.notes | <p>Cited By :2</p> | en |
| dc.source.abbreviation | Econ.Lett. | en |
