Pages that link to "Item:Q3161682"

The following pages link to The empirical process of autoregressive residuals (Q3161682):

Displaying 15 items.

• Residual empirical processes and qualitatively robust GM-tests in autoregression (Q263317) (← links)
• Analysis of the forward search using some new results for martingales and empirical processes (Q265297) (← links)
• Reweighted least trimmed squares: an alternative to one-step estimators (Q364186) (← links)
• Semiparametrically weighted robust estimation of regression models (Q452680) (← links)
• When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs (Q464198) (← links)
• Weak convergence of marked empirical processes for focused inference on \(\mathrm{AR}(p)\) vs \(\mathrm{AR}(p+1)\) stationary time series (Q1930624) (← links)
• On partial-sum processes of ARMAX residuals (Q2284371) (← links)
• The empirical process of residuals from an inverse regression (Q2322945) (← links)
• Sequential empirical process in autoregressive models with measurement errors (Q2507885) (← links)
• Asymptotic theory of outlier detection algorithms for linear time series regression models (Q2815576) (← links)
• ANALYSIS OF COEXPLOSIVE PROCESSES (Q3577705) (← links)
• The large sample distribution of the roots of the second order autoregressive polynomial (Q4299474) (← links)
• DISTRIBUTION OF RESIDUAL AUTOCORRELATIONS IN NONSTATIONARY AUTOREGRESSIVE PROCESSES (Q4870533) (← links)
• EXPLOITING INFINITE VARIANCE THROUGH DUMMY VARIABLES IN NONSTATIONARY AUTOREGRESSIONS (Q4979495) (← links)
• Discussion: The forward search: theory and data analysis (Q5971302) (← links)