Pages that link to "Item:Q1305566"
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The following pages link to Robust goodness-of-fit tests for \(\text{AR} (p)\) models based on \(L_1\)-norm fitting (Q1305566):
Displaying 6 items.
- On portmanteau goodness-of-fit tests in robust time series modelling (Q1965960) (← 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)
- (Q3498084) (← links)
- A goodness-of-fit test in robust time series modelling (Q3779618) (← links)
- Free deterministic equivalent Z-scores of compound Wishart models: A goodness of fit test of 2D ARMA models (Q5197371) (← links)