Open AccessM-regression spectral estimator for periodic ARMA models. An empirical investigation
Author(s) -
Alessandro José Queiroz Sarnaglia,
Valdério Anselmo Reisen,
Pascal Bondon,
Céline LévyLeduc
Publication year - 2021
Publication title -
stochastic environmental research and risk assessment
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.827
H-Index - 67
eISSN - 1436-3259
pISSN - 1436-3240
DOI - 10.1007/s00477-020-01958-y
Subject(s) - estimator , mathematics , autoregressive model , outlier , statistics , invariant estimator , efficient estimator , minimum variance unbiased estimator
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