Bayesian robustness measure of classes of contaminated priors using general\(\phi\)-
divergence between two posterior distributions is introduced. Using the local curvature for …

Several estimators of the coefficient of an AR (1) process can be expressed as the ratio of
two quadratic forms. In this article, we are considering the ordinary least-squares, a modified …

The analysis of time series in classical setup utilizes Gaussian linear models to explain the
phenomenon. With this assumption, the inference procedures result in explicit forms and …

The Hurwicz estimator for a first order autoregressive model generated by an innovation
sequence of generalized error distributed random variables is considered. The prediction …

In this paper, we consider the problem of stability of the estimation in autoregressive models
for the finite sample case. A Monte Carlo comparison of the least square estimator and the …