Pages that link to "Item:Q5172812"
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The following pages link to Parameter Estimation of Autoregressive Models Using the Iteratively Robust Filtered Fast-τ Method (Q5172812):
Displaying 3 items.
- A robust algorithm for parameter estimation in smooth transition autoregressive models (Q1046357) (← links)
- Robust residual control chart for contaminated time series: A solution to the effects of outlier-driven parameter misestimation on the control chart performance (Q5079173) (← links)
- On parameter estimation for Malaysian gold prices modelling and forecasting (Q5401770) (← links)