Robust estimation in long-memory processes under additive outliers (Q154483): Difference between revisions

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-Valdério Anselmo Reisen
@@ Property / author: Valdério Anselmo Reisen / rank @@
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-Francisco Cribari-Neto
@@ Property / author: Francisco Cribari-Neto / rank @@
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@@ Property / author @@
+Valdério Anselmo Reisen
@@ Property / author: Valdério Anselmo Reisen / rank @@
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@@ Property / author @@
+Francisco Cribari-Neto
@@ Property / author: Francisco Cribari-Neto / rank @@
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@@ Property / describes a project that uses @@
+robustbase
@@ Property / describes a project that uses: robustbase / rank @@
+Normal rank
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+tsqn
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jspi.2008.12.014
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@@ Property / OpenAlex ID @@
+W2095138949
@@ Property / OpenAlex ID: W2095138949 / rank @@
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@@ Property / cites work @@
+On a class of <i>M</i>-estimators for Gaussian long-memory models
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@@ Property / cites work @@
+Q4845377
@@ Property / cites work: Q4845377 / rank @@
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@@ Property / cites work @@
+An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series
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@@ Property / cites work @@
+A test for additive outliers applicable to long-memory time series
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@@ Property / cites work @@
+Joint Estimation of Model Parameters and Outlier Effects in Time Series
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@@ Property / cites work @@
+Q2778406
@@ Property / cites work: Q2778406 / rank @@
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@@ Property / cites work @@
+Q5663283
@@ Property / cites work: Q5663283 / rank @@
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@@ Property / cites work @@
+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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@@ Property / cites work @@
+Estimation of fractional integration in the presence of data noise
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@@ Property / cites work @@
+Fractional differencing
@@ Property / cites work: Fractional differencing / rank @@
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@@ Property / cites work @@
+ASYMPTOTICS FOR THE LOW-FREQUENCY ORDINATES OF THE PERIODOGRAM OF A LONG-MEMORY TIME SERIES
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@@ Property / cites work @@
+The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series
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@@ Property / cites work @@
+Discrimination between monotonic trends and long-range dependence
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@@ Property / cites work @@
+Highly Robust Estimation of the Autocovariance Function
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@@ Property / cites work @@
+Robust Statistics
@@ Property / cites work: Robust Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Long‐Memory Time Series
@@ Property / cites work: Long‐Memory Time Series / rank @@
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@@ Property / cites work @@
+Q3323077
@@ Property / cites work: Q3323077 / rank @@
+Normal rank
@@ Property / cites work @@
+ESTIMATION OF THE FRACTIONAL DIFFERENCE PARAMETER IN THE ARIMA(p, d, q) MODEL USING THE SMOOTHED PERIODOGRAM
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@@ Property / cites work @@
+Estimation of seasonal fractionally integrated processes
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@@ Property / cites work @@
+Parametric and semiparametric estimations of stationary univariate ARFIMA models
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@@ Property / cites work @@
+Long Memory Inflationary Dynamics: The Case of Brazil
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@@ Property / cites work @@
+Gaussian semiparametric estimation of long range dependence
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@@ Property / cites work @@
+Log-periodogram regression of time series with long range dependence
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+Alternatives to the Median Absolute Deviation
@@ Property / cites work: Alternatives to the Median Absolute Deviation / rank @@
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+Nonlinear log-periodogram regression for perturbed fractional processes
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+Outliers in multivariate time series
@@ Property / cites work: Outliers in multivariate time series / rank @@
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