Pages that link to "Item:Q3161682"

The following pages link to The empirical process of autoregressive residuals (Q3161682):

Displaying 10 items.

• Analysis of the forward search using some new results for martingales and empirical processes (Q265297) (← links)
• Reweighted least trimmed squares: an alternative to one-step estimators (Q364186) (← links)
• Semiparametrically weighted robust estimation of regression models (Q452680) (← links)
• When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs (Q464198) (← links)
• Weak convergence of marked empirical processes for focused inference on \(\mathrm{AR}(p)\) vs \(\mathrm{AR}(p+1)\) stationary time series (Q1930624) (← links)
• On partial-sum processes of ARMAX residuals (Q2284371) (← links)
• Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models (Q2815576) (← links)
• ANALYSIS OF COEXPLOSIVE PROCESSES (Q3577705) (← links)
• EXPLOITING INFINITE VARIANCE THROUGH DUMMY VARIABLES IN NONSTATIONARY AUTOREGRESSIONS (Q4979495) (← links)
• Discussion: The forward search: theory and data analysis (Q5971302) (← links)