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.
Dans le cadre de l'estimation robuste, les TRA estimateurs ont été introduits dans le cas d'un modèle moyenne mobile contaminé, par un processus de contamination additive. Nous établissons, sous certaines hypothèses, la convergence p.s de ces estimateurs.
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Nawale Berrahou 1; Khalid El Himdi 1
@article{CRMATH_2002__335_6_549_0, author = {Nawale Berrahou and Khalid El Himdi}, title = {$ \mathbf{P}$-convergence des {TRA} estimateurs : mod\`ele $ \mathbf{MA(q)}$}, journal = {Comptes Rendus. Math\'ematique}, pages = {549--552}, publisher = {Elsevier}, volume = {335}, number = {6}, year = {2002}, doi = {10.1016/S1631-073X(02)02461-5}, language = {fr}, }
Nawale Berrahou; Khalid El Himdi. $ \mathbf{P}$-convergence des TRA estimateurs : modèle $ \mathbf{MA(q)}$. Comptes Rendus. Mathématique, Volume 335 (2002) no. 6, pp. 549-552. doi : 10.1016/S1631-073X(02)02461-5. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/S1631-073X(02)02461-5/
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