Robust estimation of a time series model with structural change

DOI10.1080/00949650903575211zbMath1219.62072OpenAlexW2111691221MaRDI QIDQ3087823

Wendell Q. Campano, Erniel B. Barrios

Publication date: 17 August 2011

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650903575211

zbMATH Keywords

nonparametric bootstrapforward searchARIMA model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric robustness (62G35) Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09)

Related Items (2)

Robust inference in semiparametric spatial-temporal models ⋮ Estimation Procedure for a Multiple Time Series Model

Cites Work

• Unnamed Item
• Unnamed Item
• Sieve bootstrap for time series
• Robust diagnostic regression analysis
• Bootstraps for time series
• Joint Estimation of Model Parameters and Outlier Effects in Time Series

This page was built for publication: Robust estimation of a time series model with structural change