The following pages link to (Q3854494):
Displayed 19 items.
- Quantile spectral processes: asymptotic analysis and inference (Q282565) (← links)
- A theory of robust long-run variance estimation (Q289220) (← links)
- A practical method for outlier detection in autoregressive time series modelling (Q911203) (← links)
- Outliers in a multivariate autoregressive moving-average process (Q916291) (← links)
- On the stability of robust filter-cleaners (Q1111302) (← links)
- Robust M-estimators in diffusion processes (Q1119307) (← links)
- Alternative equations for combining the results of Kalman filters. (Q1275539) (← links)
- On the optimal control of stochastic linear systems with contaminated partial observations (Q1367937) (← links)
- Kalman filter with outliers and missing observations (Q1382951) (← links)
- Detection of additive outliers in bilinear time series (Q1391800) (← links)
- Robust minimum information loss estimation (Q1800111) (← links)
- Effect of outliers on forecasting temporally aggregated flow variables (Q2387483) (← links)
- Bayesian estimation of an autoregressive model using Markov chain Monte Carlo (Q2565039) (← links)
- Spectral density estimation with amplitude modulation and outlier detection (Q2581117) (← links)
- On the robust estimation in Poisson processes with periodic intensities (Q2640291) (← links)
- (Q3798098) (← links)
- (Q4281781) (← links)
- <i>M</i>-periodogram for the analysis of long-range-dependent time series (Q4567925) (← links)
- Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series (Q5237523) (← links)