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

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+June 2009Timestamp +2009-06-09T00:00:00Z
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@@ Property / publication date: 9 June 2009 / rank @@
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@@ Property / author @@
+Fabio Fajardo Molinares
@@ Property / author: Fabio Fajardo Molinares / 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 / title @@
+Robust estimation in long-memory processes under additive outliers (English)
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@@ Property / zbMATH Open document ID @@
+.62085
@@ Property / zbMATH Open document ID: 1162.62085 / rank @@
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+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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+G05
@@ Property / Mathematics Subject Classification ID: 62G05 / rank @@
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+G35
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+M15
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+F35
@@ Property / Mathematics Subject Classification ID: 62F35 / rank @@
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+5563245
@@ Property / zbMATH DE Number: 5563245 / rank @@
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@@ Property / zbMATH Keywords @@
+additive outliers
@@ Property / zbMATH Keywords: additive outliers / rank @@
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@@ Property / zbMATH Keywords @@
+ARFIMA model
@@ Property / zbMATH Keywords: ARFIMA model / rank @@
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@@ Property / zbMATH Keywords @@
+long-memory
@@ Property / zbMATH Keywords: long-memory / rank @@
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@@ Property / zbMATH Keywords @@
+robustness
@@ Property / zbMATH Keywords: robustness / rank @@
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+robustbase
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+https://doi.org/10.1016/j.jspi.2008.12.014
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+W2095138949
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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
+Normal rank
@@ Property / cites work @@
+A test for additive outliers applicable to long-memory time series
+Normal rank
@@ 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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@@ Property / cites work @@
+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+Estimation of fractional integration in the presence of data noise
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+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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+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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+Discrimination between monotonic trends and long-range dependence
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+Highly Robust Estimation of the Autocovariance Function
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+Robust Statistics
@@ Property / cites work: Robust Statistics / rank @@
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+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 @@
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@@ Property / cites work @@
+ESTIMATION OF THE FRACTIONAL DIFFERENCE PARAMETER IN THE ARIMA(p, d, q) MODEL USING THE SMOOTHED PERIODOGRAM
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+Estimation of seasonal fractionally integrated processes
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+Parametric and semiparametric estimations of stationary univariate ARFIMA models
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+Long Memory Inflationary Dynamics: The Case of Brazil
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+Gaussian semiparametric estimation of long range dependence
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+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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@@ Property / cites work @@
+Outliers in multivariate time series
@@ Property / cites work: Outliers in multivariate time series / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:154483