Pages that link to "Item:Q1085911"

The following pages link to Influence functionals for time series (with discussion) (Q1085911):

Displaying 26 items.

• Detecting and identifying interventions with the Whittle spectral approach in a long memory panel data model (Q3532725) (← links)
• RECURSIVE GENERALIZED M ESTIMATES FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS (Q4012957) (← links)
• (Q4213629) (← links)
• Asymptotic robustness of least median of squares for autoregressions with additive outliers (Q4269967) (← links)
• One‐step M‐estimators in the linear model, with dependent errors (Q4311480) (← links)
• Robust estimation of bilinear time series models (Q4383745) (← links)
• Robust Sign Test for the Unit Root Hypothesis of Autoregression (Q4618060) (← links)
• Higher-Order Infinitesimal Robustness (Q4904731) (← links)
• Leverage and Influence Diagnostics for Spatial Point Processes (Q4911967) (← links)
• Combining Bayesian method and Kalman smoother for detection additive outlier patches in autoregressive time series (Q5087498) (← links)
• On the Pearson's Chi-Square Test for Normality of Autoregression with Outliers (Q5107659) (← links)
• Multiresolution anomaly detection method for fractional Gaussian noise (Q5128623) (← links)
• Robust estimation of stationary continuous‐time arma models via indirect inference (Q5135315) (← links)
• Parameter Estimation of Autoregressive Models Using the Iteratively Robust Filtered Fast-τ Method (Q5172812) (← links)
• (Q5237661) (← links)
• A Smooth Block Bootstrap for Statistical Functionals and Time Series (Q5251508) (← links)
• Bootstrapping Robust Statistics for Markovian Data Applications to Regenerative <i>R</i>‐Statistics and <i>L</i>‐Statistics (Q5251509) (← links)
• Behavior of the Size in the Unit Root Testing Under Contamination (Q5415885) (← links)
• (Q5687665) (← links)
• Robust m-estimators (Q5750141) (← links)
• Robust inference with GMM estimators (Q5931139) (← links)
• Robust estimation in the logistic regression model (Q5950631) (← links)
• Robust Two-Step Wavelet-Based Inference for Time Series Models (Q6110716) (← links)
• On Symmetrized Chi-Square Tests in Autoregression with Outliers in Data (Q6153525) (← links)
• On testing the symmetry of innovation distribution in autoregression schemes (Q6155008) (← links)
• Second-order robustness for time series inference (Q6155084) (← links)