Pages that link to "Item:Q2815576"
From MaRDI portal
The following pages link to Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models (Q2815576):
Displayed 11 items.
- Robust methods for heteroskedastic regression (Q1658742) (← links)
- GMDH-based outlier detection model in classification problems (Q2220429) (← links)
- Econometric modelling of climate systems: the equivalence of energy balance models and cointegrated vector autoregressions (Q2280616) (← links)
- The power of monitoring: how to make the most of a contaminated multivariate sample (Q2324275) (← links)
- Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector (Q2691674) (← links)
- Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’ by Johansen and Nielsen (Q2815577) (← links)
- Rejoinder: Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models (Q2815584) (← links)
- (Q2971503) (← links)
- Wild adaptive trimming for robust estimation and cluster analysis (Q4629281) (← links)
- Asymptotic Analysis of Iterated 1-Step Huber-Skip M-Estimators with Varying Cut-Offs (Q5283079) (← links)
- Heteroscedasticity testing after outlier removal (Q5861048) (← links)