Pages that link to "Item:Q2703241"
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The following pages link to Robust Estimation in Vector Autoregressive Moving-Average Models (Q2703241):
Displayed 11 items.
- Robust modelling of periodic vector autoregressive time series (Q466531) (← links)
- On robust forecasting in dynamic vector time series models (Q951052) (← links)
- Robust estimation for vector autoregressive models (Q1800108) (← links)
- On the asymptotic distribution of a multivariate GR-estimate for a VAR(\(p\)) time series. (Q1871331) (← links)
- Statistical analysis of multivariate discrete-valued time series (Q2062761) (← links)
- Robust exponential smoothing of multivariate time series (Q2445753) (← links)
- A Generalized Portmanteau Test For Independence Of Two Infinite-Order Vector Autoregressive Series (Q3440748) (← links)
- Weighted<i>L</i><sub>1</sub>-estimates for a VAR(<i>p</i>) time series model (Q3523678) (← links)
- Robust estimation of stationary continuous‐time arma models via indirect inference (Q5135315) (← links)
- Multivariate Autoregressive Time Series Using Schweppe Weighted Wilcoxon Estimates (Q5280271) (← links)
- Robust and powerful serial correlation tests with new robust estimates in ARX models (Q5467593) (← links)