Robust simulation-based estimation of ARMA models

Mathematics

• Moving Average Model 100%
• Robust Test 16%
• Likelihood Function 16%
• Asymptotic Normality 16%
• Influence Function 16%
• Inference Method 16%
• Breakdown Point 16%
• Smaller Sample 16%
• Monte Carlo Study 16%
• Minimizes 16%
• Indirect Inference 16%
• Simulated Data 16%
• Robust Estimator 16%
• Outlier Detection 16%

Keyphrases

• Minimum Yield 16%
• Autoregressive Representation 16%
• Intractable Likelihood 16%
• GM-estimator 16%
• Auxiliary Model 16%