Pages that link to "Item:Q1894103"

The following pages link to On median estimates and tests in autoregressive models (Q1894103):

Displaying 9 items.

• Residual empirical processes and qualitatively robust GM-tests in autoregression (Q263317) (← links)
• On nonparametric sign procedures for autoregression models (Q1894111) (← links)
• Testing hypotheses on the ``drift'' of parameters in ARMA and ARCH models (Q2439211) (← links)
• Testing the hypothesis on the ``drift'' of parameters in the moving average model (Q2513040) (← links)
• A median-unbiased estimator of the \(AR(1)\) coefficient (Q2703248) (← links)
• Testing Independence in Linear Process with Non-Normal Innovations (Q3017850) (← links)
• Sign tests in the simplest auto-regression with coefficient from $ \mathbb{R}^1$ (Q4220855) (← links)
• The median estimate of the autoregressive location parameter (Q4550647) (← links)
• Multivariate Autoregressive Time Series Using Schweppe Weighted Wilcoxon Estimates (Q5280271) (← links)