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

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Latest revision as of 14:34, 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

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    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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