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

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+On a class of <i>M</i>-estimators for Gaussian long-memory models
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+Q4845377
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+An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series
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+A test for additive outliers applicable to long-memory time series
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+Joint Estimation of Model Parameters and Outlier Effects in Time Series
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+Q2778406
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+Q5663283
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+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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+Estimation of fractional integration in the presence of data noise
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+Fractional differencing
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+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
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+Long‐Memory Time Series
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+Q3323077
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+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
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+Nonlinear log-periodogram regression for perturbed fractional processes
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+Outliers in multivariate time series
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