Pages that link to "Item:Q4194330"

The following pages link to Robust Estimation of the First-Order Autoregressive Parameter (Q4194330):

Displayed 10 items.

• Minimum distance estimation in linear regression with strong mixing errors (Q5078454) ‎ (← links)
• Robust residual control chart for contaminated time series: A solution to the effects of outlier-driven parameter misestimation on the control chart performance (Q5079173) ‎ (← links)
• Maximum likelihood estimation in vector autoregressive models with multivariate scaled <i>t</i>-distributed innovations using EM-based algorithms (Q5084753) ‎ (← links)
• M-estimates for the multiplicative error model (Q5107692) ‎ (← links)
• Robust estimation of stationary continuous‐time arma models via indirect inference (Q5135315) ‎ (← links)
• Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series (Q5237523) ‎ (← links)
• (Q5237661) ‎ (← links)
• Additive Outliers in Open-Loop Threshold Autoregressive Models: A Simulation Study (Q5877575) ‎ (← links)
• The effects of additive outliers in INAR(1) process and robust estimation (Q5879975) ‎ (← links)
• Robust Two-Step Wavelet-Based Inference for Time Series Models (Q6110716) ‎ (← links)