Robust autoregressive estimates using quadratic programming
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- 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.
- Snyder, R. D., 1982. "Robust time series analysis," European Journal of Operational Research, Elsevier, vol. 9(2), pages 168-172, February.
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