Pages that link to "Item:Q2703241"

The following pages link to Robust estimation in vector autoregressive moving-average models (Q2703241):

Displaying 19 items.

• Robust modelling of periodic vector autoregressive time series (Q466531) (← links)
• On robust forecasting in dynamic vector time series models (Q951052) (← links)
• Robust estimates of linear model parameters in noise having a moving average (Q1106801) (← links)
• Robust estimation for vector autoregressive models (Q1800108) (← links)
• On the asymptotic distribution of a multivariate GR-estimate for a VAR(\(p\)) time series. (Q1871331) (← links)
• Statistical analysis of multivariate discrete-valued time series (Q2062761) (← links)
• Robust exponential smoothing of multivariate time series (Q2445753) (← links)
• A Generalized Portmanteau Test For Independence Of Two Infinite-Order Vector Autoregressive Series (Q3440748) (← links)
• Weighted<i>L</i>₁-estimates for a VAR(<i>p</i>) time series model (Q3523678) (← links)
• (Q3732808) (← links)
• ROBUST BAYESIAN ESTIMATION OF AUTOREGRESSIVE‐‐MOVING‐AVERAGE MODELS (Q4337822) (← links)
• (Q4458426) (← links)
• A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models (Q5080149) (← links)
• Robust estimation of stationary continuous‐time arma models via indirect inference (Q5135315) (← links)
• ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS (Q5218426) (← links)
• Multivariate Autoregressive Time Series Using Schweppe Weighted Wilcoxon Estimates (Q5280271) (← links)
• Robust and powerful serial correlation tests with new robust estimates in ARX models (Q5467593) (← links)
• Center-Outward R-Estimation for Semiparametric VARMA Models (Q5885116) (← links)
• A discussion on the robust vector autoregressive models: novel evidence from safe haven assets (Q6601555) (← links)