Pages that link to "Item:Q1085911"

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

Displaying 50 items.

• Robust Kalman tracking and smoothing with propagating and non-propagating outliers (Q123767) (← links)
• The uniform consistency of sign estimate for the parameter of an AR(1)-model for observations with outliers (Q255768) (← links)
• Residual empirical processes and qualitatively robust GM-tests in autoregression (Q263317) (← links)
• A theory of robust long-run variance estimation (Q289220) (← links)
• Bootstrap uniform central limit theorems for Harris recurrent Markov chains (Q309568) (← links)
• Robustness of sign tests in autoregression (Q355271) (← links)
• Robustness of GM-tests in autoregression against outliers (Q355295) (← links)
• Robust estimation for the Weibull process applied to eruption records (Q500775) (← links)
• Robust Dickey-Fuller tests based on ranks for time series with additive outliers (Q506584) (← links)
• On the measurement and treatment of extremes in time series (Q508717) (← links)
• A robust version of the hurdle model (Q619790) (← links)
• GPS position time-series analysis based on asymptotic normality of M-estimation (Q727438) (← links)
• The change-of-variance function for dependent data (Q808574) (← links)
• High-breakdown robust multivariate methods (Q900488) (← links)
• Robust regression credibility: The influence function approach (Q939364) (← links)
• Robust estimation for ARMA models (Q1020981) (← links)
• Infinitesimal robustness for autoregressive processes (Q1072296) (← links)
• Robust M-estimators in diffusion processes (Q1119307) (← links)
• Existence, uniqueness and Fréchet differentiability of \(\psi\)-estimates of parameters in stationary observation (Q1202283) (← links)
• Some forecasting applications of partially adaptive estimators of ARIMA models (Q1331516) (← links)
• Asymptotic behavior of \(L\)-statistics for a large class of time series (Q1335372) (← links)
• Outlier detection tests based on martingale estimating equations for stochastic processes (Q1343589) (← links)
• An outlier robust unit root test with an application to the extended Nelson-Plosser data (Q1347098) (← links)
• Influence functional for higher order autoregression (Q1368728) (← links)
• Robust estimation of nonlinear regression with autoregressive errors. (Q1423212) (← links)
• Robust simulation-based estimation (Q1573122) (← links)
• Robust depth-based estimation of the functional autoregressive model (Q1615262) (← links)
• Median-based estimation of dynamic panel models with fixed effects (Q1658177) (← links)
• Detection of outliers in panel data of intervention effects model based on variance of remainder disturbance (Q1666883) (← links)
• Asymptotic normality of \(L\)-statistics based on \(m(n)\)-decomposable time series (Q1813537) (← links)
• \(P\)-convergence of the TRA estimates: The \(MA(q)\) model (Q1852834) (← links)
• Bootstraps for time series (Q1872593) (← links)
• Reliable estimation via simulation (Q1892648) (← links)
• Classical and Bayesian aspects of robust unit root inference (Q1899240) (← links)
• A trimmed mean of location of an AR\((\infty)\) stationary process (Q1907651) (← links)
• Quantiles for \(t\)-statistics based on \(M\)-estimators of unit roots (Q1978558) (← links)
• On the power of Pearson's test under local alternatives in autoregression with outliers (Q2002090) (← links)
• The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities (Q2023474) (← links)
• Robust parametric inference for finite Markov chains (Q2125477) (← links)
• Local robustness of sign tests in AR(1) against outliers (Q2437991) (← links)
• Residual empirical processes and their application to GM-testing for the autoregression order (Q2439931) (← links)
• Testing the hypothesis on the ``drift'' of parameters in the moving average model (Q2513040) (← links)
• Two step estimators of the minimum distance type for parameters of the \(\mathrm{ARMA}(1,1)\) model (Q2513181) (← links)
• Spectral density estimation with amplitude modulation and outlier detection (Q2581117) (← links)
• On the empirical distribution function of residuals in autoregression with outliers and Pearson's chi-square type tests (Q2633516) (← links)
• On the robust estimation in Poisson processes with periodic intensities (Q2640291) (← links)
• Outliers and persistence in threshold autoregressive processes (Q2691640) (← links)
• Assessing the bias of maximum likelihood estimates of contaminated garch models (Q2703008) (← links)
• Regeneration-based statistics for Harris recurrent Markov chains (Q3416883) (← links)
• Robust location estimation under dependence (Q3432737) (← links)