P-convergence of the TRA estimates:: the MA(q) model

被引：0
|
作者：
Berrahou, N [1 ]
El Himdi, K [1 ]
机构：
[1] Univ Mohammed 5, Fac Sci, Dept Math & Informat, Rabat, Morocco
来源：
COMPTES RENDUS MATHEMATIQUE | 2002年 / 335卷 / 06期
关键词：
D O I：
10.1016/S1631-073X(02)02461-5
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
The TRA estimates are introduced in the case of a moving average model in the presence of additive outliers. We establish, under some hypothesis, the consistency of these estimates. (C) 2002 Academie des sciences/Editions scientifiques et medicales Elsevier SAS.
引用
收藏
页码：549 / 552
页数：4
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