Pages that link to "Item:Q4383745"
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The following pages link to Robust estimation of bilinear time series models (Q4383745):
Displaying 12 items.
- A unified approach to nonlinearity, structural change, and outliers (Q278493) (← links)
- Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results (Q953736) (← links)
- Potential problems in estimating bilinear time-series models (Q1349755) (← links)
- Detection of additive outliers in bilinear time series (Q1391800) (← links)
- Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies (Q2048121) (← links)
- Outliers in functional autoregressive time series (Q2483872) (← links)
- Bias correction for outlier estimation in time series (Q2500646) (← links)
- Linear regressions with bilinear time series errors (Q2910006) (← links)
- INFERENCE FOR A SPECIAL BILINEAR TIME-SERIES MODEL (Q2937713) (← links)
- NONLINEAR TIME SERIES PREDICTION BASED ON A POWER-LAW NOISE MODEL (Q3532382) (← links)
- The effects of outliers on two nonlinearity tests (Q4784252) (← links)
- A CONDITIONAL LEAST SQUARES APPROACH TO BILINEAR TIME SERIES ESTIMATION (Q4854216) (← links)
