Robust and powerful serial correlation tests with new robust estimates in ARX models (Q5467593): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.2005.00390.x / rank
 
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Latest revision as of 13:34, 24 June 2024

scientific article; zbMATH DE number 5026122
Language Label Description Also known as
English
Robust and powerful serial correlation tests with new robust estimates in ARX models
scientific article; zbMATH DE number 5026122

    Statements

    Robust and powerful serial correlation tests with new robust estimates in ARX models (English)
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    24 May 2006
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    autoregressive model
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    exogenous variables
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    serial correlations
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    consistent and \(n^{1/2}\)-consistent estimators
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    additive outliers
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    kernel statistics
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    robustness
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    asymptotic normality
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    Identifiers

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