On variance estimation under shifts in the mean
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DOI: 10.1007/s10182-020-00366-5
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- Hanan Elsaied & Roland Fried, 2021. "On robust estimation of negative binomial INARCH models," METRON, Springer;Sapienza Università di Roma, vol. 79(2), pages 137-158, August.
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Keywords
Blockwise estimation; Change-point; Trimmed mean;All these keywords.
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