Robust estimation of periodic autoregressive processes in the presence of additive outliers (Q990899): Difference between revisions

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+Parameter Estimation for Periodically Stationary Time Series
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+Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
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+PERIODIC CORRELATION IN STRATOSPHERIC OZONE DATA
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+Joint Estimation of Model Parameters and Outlier Effects in Time Series
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+Robust Estimation of the First-Order Autoregressive Parameter
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+Highly Robust Estimation of the Autocovariance Function
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+Parsimony, Model Adequacy and Periodic Correlation in Time Series Forecasting
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+DIAGNOSTIC CHECKING OF PERIODIC AUTOREGRESSION MODELS WITH APPLICATION
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+Asymptotic theory of weakly dependent stochastic processes
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+Alternatives to the Median Absolute Deviation
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+Estimating the dimension of a model
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+Robust Estimation For Periodic Autoregressive Time Series
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+On modelling and diagnostic checking of vector periodic autoregressive time series models
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+Asymptotic Statistics
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+Testing for periodic autocorrelations in seasonal time series data
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