The following pages link to (Q3680116):
Displaying 9 items.
- Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes (Q945823) (← links)
- On robust testing for conditional heteroscedasticity in time series models (Q956923) (← links)
- Outlier resistant filtering and smoothing (Q1109003) (← links)
- The stationary regions for the parameter space of unilateral second-order spatial AR model (Q1787200) (← links)
- On the asymptotics of residuals in autoregressive moving average processes with one autoregressive unit root (Q1916215) (← links)
- Asymptotic behavior of RA-estimates in autoregressive 2D processes (Q2272121) (← links)
- (Q3798098) (← links)
- A note on the derivation of theoretical autocovariances for ARMA models (Q4720613) (← links)
- On strong consistency and asymptotic normality of one-step Gauss-Newton estimators in ARMA time series models (Q4999850) (← links)
