Additive Outliers in Open-Loop Threshold Autoregressive Models: A Simulation Study
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Cites work
- scientific article; zbMATH DE number 4159917 (Why is no real title available?)
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 48093 (Why is no real title available?)
- scientific article; zbMATH DE number 1168350 (Why is no real title available?)
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- Least Median of Squares Regression
- Nonlinear Time Series Analysis
- Outlier Detection And Estimation In NonLinear Time Series
- Robust Estimation of the First-Order Autoregressive Parameter
- Robust statistics. Theory and methods (with R)
- TAR modeling with missing data when the white noise process follows a Student's \(t\)-distribution
- Testing and Modeling Multivariate Threshold Models
- Testing and Modeling Threshold Autoregressive Processes
- Testing linearity against smooth transition autoregressive models
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