Pages that link to "Item:Q1606507"
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The following pages link to Finite-sample performance of alternative estimators for autoregressive models in the presence of outliers (Q1606507):
Displaying 7 items.
- Robustness of GM-tests in autoregression against outliers (Q355295) (← links)
- Robust signal extraction for on-line monitoring data. (Q1429876) (← links)
- On the power of Pearson's test under local alternatives in autoregression with outliers (Q2002090) (← links)
- Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models (Q2821014) (← links)
- Fourier Methods for Sequential Change Point Analysis in Autoregressive Models (Q3298505) (← links)
- Outliers, Sample Size and Robust Estimation of Stochastic Frontier Production Models (Q4298546) (← links)
- Parameter Estimation of Autoregressive Models Using the Iteratively Robust Filtered Fast-τ Method (Q5172812) (← links)
