The following pages link to (Q4221819):
Displaying 10 items.
- The uniform consistency of sign estimate for the parameter of an AR(1)-model for observations with outliers (Q255768) (← links)
- Estimating the differencing parameter via the partial autocorrelation function (Q1586563) (← links)
- Finite-sample performance of alternative estimators for autoregressive models in the presence of outliers (Q1606507) (← links)
- Robust estimation in time series (Q1874751) (← links)
- Robust estimation of the seasonal autocorrelation of the PAR(1) model (Q2873726) (← links)
- Robust tests for time series with an application to first-order autoregressive processes (Q3740860) (← links)
- The Multiple Outlier Problem in Time Series Analysis (Q3746738) (← links)
- COMPARISON OF SOME NON-LINEAR AUTOREGRESSIVE PROCESSES (Q3761423) (← links)
- Robust and consistent estimates of autoregressive-moving average parameters (Q3765032) (← links)
- Parameter Estimation of Autoregressive Models Using the Iteratively Robust Filtered Fast-τ Method (Q5172812) (← links)
