Pages that link to "Item:Q4493674"

The following pages link to On robust estimation in the first order autoregressive processes (Q4493674):

Displaying 11 items.

• Estimation of the first-order autoregressive model with contaminated exponential white noise (Q1600605) (← links)
• On median estimates and tests in autoregressive models (Q1894103) (← links)
• Assessing One-Step-Ahead Prediction Error Based on the Median for First-Order Autoregressive Models in the Presence Of Outliers (Q2920073) (← links)
• Testing Independence in Linear Process with Non-Normal Innovations (Q3017850) (← links)
• Robust tests for time series with an application to first-order autoregressive processes (Q3740860) (← links)
• Bias robust estimation of autoregression parameters (Q3976176) (← links)
• Robust Testing Serial Correlation in AR(1) Processes in the Presence of a Single Additive Outlier (Q4412405) (← links)
• Robust estimation for the coefficient of a first order autoregressive process (Q4493675) (← links)
• The median estimate of the autoregressive location parameter (Q4550647) (← links)
• Inference About the First-Order Autoregressive Coefficient (Q4681075) (← links)
• Effect of autocorrelation estimators on the performance of the X̄ control chart (Q4960710) (← links)