Displaying similar documents to “On Kingman's integral inequalities for approximations of the waiting time distribution in the queuing model GI/G/1 with and without warming-up time”

Robustness of estimation of first-order autoregressive model under contaminated uniform white noise

Karima Nouali (2009)

Discussiones Mathematicae Probability and Statistics

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The first-order autoregressive model with uniform innovations is considered. In this paper, we study the bias-robustness and MSE-robustness of modified maximum likelihood estimator of parameter of the model against departures from distribution of white noise. We used the generalized Beta distribution to describe these departures.