Robust and powerful serial correlation tests with new robust estimates in ARX models (Q5467593): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 21:32, 5 March 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 |
Statements
Robust and powerful serial correlation tests with new robust estimates in ARX models (English)
0 references
24 May 2006
0 references
autoregressive model
0 references
exogenous variables
0 references
serial correlations
0 references
consistent and \(n^{1/2}\)-consistent estimators
0 references
additive outliers
0 references
kernel statistics
0 references
robustness
0 references
asymptotic normality
0 references
