Pages that link to "Item:Q2815576"

The following pages link to Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models (Q2815576):

Displaying 15 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)
• The Use of Prior Information in Very Robust Regression for Fraud Detection (Q6086558) (← links)
• Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change (Q6190956) (← links)
• Robust asset allocation with conditional value at risk using the forward search (Q6576844) (← links)
• Conformal normal curvature and detection of masked observations in multivariate null intercept measurement error models (Q6579830) (← links)