Pages that link to "Item:Q4194330"

The following pages link to Robust Estimation of the First-Order Autoregressive Parameter (Q4194330):

Displaying 50 items.

• Robust modelling of periodic vector autoregressive time series (Q466531) (← links)
• Robust Dickey-Fuller tests based on ranks for time series with additive outliers (Q506584) (← links)
• On the marginal distribution of a first order autoregressive process (Q788416) (← links)
• Neural networks and organizational systems: modeling nonlinear relationships (Q877091) (← links)
• Robust estimation of periodic autoregressive processes in the presence of additive outliers (Q990899) (← links)
• A note on the consistency of a robust estimator for threshold autoregressive processes (Q1009720) (← links)
• Optimal robust estimation for discrete time stochastic processes (Q1109468) (← links)
• Robust M-estimators in diffusion processes (Q1119307) (← links)
• A weak convergence result useful in robust autoregression (Q1193961) (← links)
• Characterizion of error distributions in time-series regression models (Q1265986) (← links)
• Robust autoregressive estimates using quadratic programming (Q1278983) (← links)
• Order statistics for nonstationary time series (Q1335371) (← links)
• Outlier detection tests based on martingale estimating equations for stochastic processes (Q1343589) (← links)
• Methods for recursive robust estimation of AR parameters (Q1361507) (← links)
• Investigation of changes in characteristics of hydrological time series by Bayesian methods (Q1363520) (← links)
• R-estimation in autoregression with square-integrable score function (Q1604625) (← links)
• Finite-sample performance of alternative estimators for autoregressive models in the presence of outliers (Q1606507) (← links)
• Partially adaptive estimation of autoregressive processes via a normal mixture (Q1611817) (← links)
• Capability indices for material balance accounting (Q1809828) (← links)
• Rank order statistics for time series models (Q1824331) (← links)
• Efficiencies of tests and estimators for p-order autoregressive processes when the error distribution is nonnormal (Q1838256) (← links)
• \(P\)-convergence of the TRA estimates: The \(MA(q)\) model (Q1852834) (← links)
• Bahadur-Kiefer representations for GM-estimators in autoregression models (Q1890719) (← links)
• A trimmed mean of location of an AR\((\infty)\) stationary process (Q1907651) (← links)
• Improved time-variant fuzzy time series forecast (Q2271111) (← links)
• Forecasting container throughput of Qingdao Port with a hybrid model (Q2341610) (← links)
• Asymptotic distributions of some robust scale estimators in explosive AR(1) model (Q2405934) (← links)
• Bias correction for outlier estimation in time series (Q2500646) (← links)
• Test for parameter change based on the estimator minimizing density-based divergence meas\-ures (Q2501357) (← links)
• On the robust estimation in Poisson processes with periodic intensities (Q2640291) (← links)
• Estimators based on ranks for arma models (Q3135553) (← links)
• Robust Likelihood Methods Based on the Skew-t and Related Distributions (Q3182013) (← links)
• Risk–return relationship in equity markets: using a robust GMM estimator for GARCH-M models (Q3182651) (← links)
• Robust Estimation For Periodic Autoregressive Time Series (Q3608197) (← links)
• On the power of robust tests in analysis of covariance (Q3657223) (← links)
• Infrence for non-negative autoregressive schemes (Q3740861) (← links)
• (Q3798098) (← links)
• Asymptotic behavior of general M-estimates for regression and scale with random carriers (Q3897855) (← links)
• General M-estimates for contaminated p th-order autoregressive processes: Consistency and asymptotic normality (Q3940696) (← links)
• CONFIDENCE INTERVALS FOR ROBUST ESTIMATES OF THE FIRST ORDER AUTOREGRESSIVE PARAMETER (Q3946971) (← links)
• On multivariate variable-kernel density estimates for time series (Q3993626) (← links)
• RECURSIVE GENERALIZED M ESTIMATES FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS (Q4012957) (← links)
• Outlier–robust spectral estimation for spatial lattice processes (Q4246308) (← links)
• (Q4281781) (← links)
• Bayesian Modeling and Classification of Neural Signals (Q4323336) (← links)
• Robust estimation of bilinear time series models (Q4383745) (← links)
• Performance of Robust RA Estimator for Bidimensional Autoregressive Models (Q4470099) (← links)
• GENERALIZED SIGNED-RANK ESTIMATORS FOR AUTOREGRESSION PARAMETERS (Q4540727) (← links)
• Inference About the First-Order Autoregressive Coefficient (Q4681075) (← links)
• Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models (Q5073387) (← links)