Parameter Estimation of Autoregressive Models Using the Iteratively Robust Filtered Fast-τ Method

Publisher： Taylor & Francis Ltd

E-ISSN： 1532-415X|43|21|4445-4470

ISSN： 0361-0926

Source： Communications in Statistics: Theory and Methods, Vol.43, Iss.21, 2014-11, pp. : 4445-4470

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