Pages that link to "Item:Q1894111"
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The following pages link to On nonparametric sign procedures for autoregression models (Q1894111):
Displaying 13 items.
- The uniform consistency of sign estimate for the parameter of an AR(1)-model for observations with outliers (Q255768) (← links)
- Sign tests for long-memory time series (Q265025) (← links)
- Robustness of sign tests in autoregression (Q355271) (← links)
- Asymptotic properties of the sign estimate of autoregression field coefficients (Q499563) (← links)
- On nonparametric sign estimators in multiparameter autoregression (Q1815812) (← links)
- Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes (Q1841189) (← links)
- On median estimates and tests in autoregressive models (Q1894103) (← links)
- Explicit and exponential bounds for a test on the coefficient of an AR(1) model (Q1907933) (← links)
- Local robustness of sign tests in AR(1) against outliers (Q2437991) (← links)
- Testing Independence in Linear Process with Non-Normal Innovations (Q3017850) (← links)
- THE SIGN TEST FOR STOCHASTIC PROCESSES (Q3489231) (← links)
- Sign tests in the simplest auto-regression with coefficient from $ \mathbb{R}^1$ (Q4220855) (← links)
- GENERALIZED SIGNED-RANK ESTIMATORS FOR AUTOREGRESSION PARAMETERS (Q4540727) (← links)
