Pages that link to "Item:Q154483"

The following pages link to Robust estimation in long-memory processes under additive outliers (Q154483):

Displaying 16 items.

• tsqn (Q31276) (← links)
• Robust Dickey-Fuller tests based on ranks for time series with additive outliers (Q506584) (← links)
• A test for additive outliers applicable to long-memory time series (Q956520) (← links)
• Robust estimation of periodic autoregressive processes in the presence of additive outliers (Q990899) (← links)
• Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context (Q1940755) (← links)
• Robust estimation of fractional seasonal processes: modeling and forecasting daily average \(\mathrm{SO}_2\) concentrations (Q1997019) (← links)
• Robust factor modelling for high-dimensional time series: an application to air pollution data (Q2008477) (← links)
• An \(M\)-estimator for the long-memory parameter (Q2407067) (← links)
• On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity (Q2676889) (← links)
• A Comparative Note about Estimation of the Fractional Parameter under Additive Outliers (Q2809594) (← links)
• <i>M</i>-periodogram for the analysis of long-range-dependent time series (Q4567925) (← links)
• Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes (Q4979097) (← links)
• The effects of additive outliers in INAR(1) process and robust estimation (Q5879975) (← links)
• Robust factor models for high-dimensional time series and their forecasting (Q6096157) (← links)
• Robust Two-Step Wavelet-Based Inference for Time Series Models (Q6110716) (← links)
• A dimension reduction factor approach for multivariate time series with long-memory: a robust alternative method (Q6581300) (← links)