Pages that link to "Item:Q4412405"
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The following pages link to Robust Testing Serial Correlation in AR(1) Processes in the Presence of a Single Additive Outlier (Q4412405):
Displaying 6 items.
- A test for additive outliers applicable to long-memory time series (Q956520) (← links)
- Testing on the first-order autoregressive model with contaminated exponential white noise finite sample case (Q2772989) (← links)
- A Durbin–Watson serial correlation test for ARX processes via excited adaptive tracking (Q2799302) (← links)
- Tests based on simplicial depth for AR(1) models with explosion (Q2830680) (← links)
- ON THE EMPIRICAL INFLUENCE FUNCTION OF THE PORTMANTEAU STATISTIC IN AR (1) PROCESS (Q4715700) (← links)
- Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers (Q4956031) (← links)
