Pages that link to "Item:Q154478"
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The following pages link to Highly Robust Estimation of the Autocovariance Function (Q154478):
Displaying 36 items.
- tsqn (Q31276) (← links)
- Robust estimation in long-memory processes under additive outliers (Q154483) (← links)
- An alternative multivariate skew Laplace distribution: properties and estimation (Q451461) (← links)
- Robust modelling of periodic vector autoregressive time series (Q466531) (← links)
- Robust estimation of AR coefficients under simultaneously influencing outliers and missing values (Q546115) (← links)
- Asymptotic properties of \(U\)-processes under long-range dependence (Q638797) (← links)
- On robust testing for conditional heteroscedasticity in time series models (Q956923) (← links)
- Online analysis of time series by the \(Q_n\) estimator (Q961429) (← links)
- Robust estimation of periodic autoregressive processes in the presence of additive outliers (Q990899) (← links)
- Robust simulation-based estimation (Q1573122) (← links)
- Robust closed-form estimators for the integer-valued GARCH(1,1) model (Q1659080) (← links)
- Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context (Q1940755) (← links)
- Robustness properties of dispersion estimators (Q1962130) (← links)
- Robust estimation of fractional seasonal processes: modeling and forecasting daily average \(\mathrm{SO}_2\) concentrations (Q1997019) (← links)
- Robust factor modelling for high-dimensional time series: an application to air pollution data (Q2008477) (← links)
- A spectral approach to estimate the autocovariance function (Q2156825) (← links)
- A combined measure to differentiate EEG signals using fractal dimension and MFDFA-Hurst (Q2204434) (← links)
- Robust estimation for the covariance matrix of multivariate time series based on normal mixtures (Q2359465) (← links)
- An \(M\)-estimator for the long-memory parameter (Q2407067) (← links)
- Breakdown and groups. (With discussions and rejoinder) (Q2569232) (← links)
- A Comparative Note about Estimation of the Fractional Parameter under Additive Outliers (Q2809594) (← links)
- Exactly/Nearly Unbiased Estimation of Autocovariances of a Univariate Time Series With Unknown Mean (Q2830677) (← links)
- Robust Likelihood Methods Based on the Skew-t and Related Distributions (Q3182013) (← links)
- <i>M</i>-periodogram for the analysis of long-range-dependent time series (Q4567925) (← links)
- Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes (Q4979097) (← links)
- Robust discrimination between long‐range dependence and a change in mean (Q4997686) (← links)
- <i>U</i>-Statistical Inference for Hierarchical Clustering (Q5066424) (← links)
- Empirical study of robust estimation methods for PAR models with application to the air quality area (Q5085567) (← links)
- ROBUST FITTING OF INARCH MODELS (Q5176861) (← links)
- Robustness of Zero Crossing Estimator (Q5237532) (← links)
- Robust and powerful serial correlation tests with new robust estimates in ARX models (Q5467593) (← links)
- Robust estimation for the covariance matrix of multi-variate time series (Q5495693) (← links)
- Highly robust estimation of dispersion matrices (Q5943592) (← links)
- A dimension reduction factor approach for multivariate time series with long-memory: a robust alternative method (Q6581300) (← links)
- Robust estimation of (partial) autocorrelation (Q6604458) (← links)
- Jensen-autocorrelation function for weakly stationary processes and applications (Q6650137) (← links)
