Pages that link to "Item:Q3765032"
From MaRDI portal
The following pages link to Robust and consistent estimates of autoregressive-moving average parameters (Q3765032):
Displaying 15 items.
- The uniform consistency of sign estimate for the parameter of an AR(1)-model for observations with outliers (Q255768) (← links)
- Robust estimation of AR coefficients under simultaneously influencing outliers and missing values (Q546115) (← links)
- Robust estimates of linear model parameters in noise having a moving average (Q1106801) (← links)
- Robust autoregressive estimates using quadratic programming (Q1278983) (← links)
- \(P\)-convergence of the TRA estimates: The \(MA(q)\) model (Q1852834) (← links)
- Applied regression analysis bibliography update 1988-89 (Q3135298) (← links)
- STRONG CONSISTENCY AND ASYMPTOTIC NORMALITY OF /1 ESTIMATES OF THE AUTOREGRESSIVE MOVING-AVERAGE MODEL (Q3197164) (← links)
- Robust Estimation For Periodic Autoregressive Time Series (Q3608197) (← links)
- (Q3732808) (← links)
- Ordinary and proper location <i>M</i>-estimates for autoregressive-moving average models (Q3745109) (← links)
- One‐step M‐estimators in the linear model, with dependent errors (Q4311480) (← links)
- ROBUST BAYESIAN ESTIMATION OF AUTOREGRESSIVE‐‐MOVING‐AVERAGE MODELS (Q4337822) (← links)
- ARFIMA processes and outliers: a weighted likelihood approach (Q5123639) (← links)
- ROBUST RECURSIVE ANALYSIS OF SEASONAL MOVING AVERAGE MODELS (Q5237614) (← links)
- Oracally Efficient Estimation and Consistent Model Selection for Auto-Regressive Moving Average Time Series with Trend (Q5381089) (← links)
