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Robust autoregressive estimates using quadratic programming

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  • Zioutas, G.
  • Camarinopoulos, L.
  • Senta, E. Bora

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  • Zioutas, G. & Camarinopoulos, L. & Senta, E. Bora, 1997. "Robust autoregressive estimates using quadratic programming," European Journal of Operational Research, Elsevier, vol. 101(3), pages 486-498, September.
    • Handle: RePEc:eee:ejores:v:101:y:1997:i:3:p:486-498
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    References listed on IDEAS

    as
    1. Snyder, R. D., 1982. "Robust time series analysis," European Journal of Operational Research, Elsevier, vol. 9(2), pages 168-172, February.
    2. Roy E. Welsch, 1980. "Regression Sensitivity Analysis and Bounded-Influence Estimation," NBER Chapters, in: Evaluation of Econometric Models, pages 153-167, National Bureau of Economic Research, Inc.
    3. Jan Kmenta & James B. Ramsey, 1980. "Evaluation of Econometric Models," NBER Books, National Bureau of Economic Research, Inc, number kmen80-1, March.
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