Infinitesimal robustness for autoregressive processes
From MaRDI portal
Recommendations
Cited in
(51)- Parameter estimation of autoregressive models using the iteratively robust filtered fast-\(\tau\) method
- Robust parametric inference for finite Markov chains
- Trimmed mean and bounded influence estimators for the parameters of the ar(1) process
- scientific article; zbMATH DE number 3899995 (Why is no real title available?)
- Classical and Bayesian aspects of robust unit root inference
- Robust m-estimators
- Robustness of the autoregressive spectral estimate for linear processes with infinite variance
- On location estimation for LARCH processes
- A theory of robust long-run variance estimation
- A robust version of the hurdle model
- scientific article; zbMATH DE number 1208108 (Why is no real title available?)
- A practical method for outlier detection in autoregressive time series modelling
- scientific article; zbMATH DE number 4113799 (Why is no real title available?)
- Robust inference with GMM estimators
- The median estimate of the autoregressive location parameter
- Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models
- Resistant estimators for stationary ergodic stochastic processes.
- Studentized autoregressive time series residuals
- The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities
- scientific article; zbMATH DE number 18763 (Why is no real title available?)
- Robust heart rate variability analysis by generalized entropy minimization
- Robustness of Zero Crossing Estimator
- Robust estimation of stationary continuous-time ARMA models via indirect inference
- Robust estimation in the logistic regression model
- Robust simulation-based estimation
- Regeneration-based statistics for Harris recurrent Markov chains
- Asymptotic behavior of RA-estimates in autoregressive 2D processes
- The change-of-variance function for dependent data
- Robust location estimation under dependence
- Robust M-estimators in diffusion processes
- Robust efficient method of moments estimation
- Asymptotic robustness of least median of squares for autoregressions with additive outliers
- Infinitesimal robustness for diffusions
- Robust Two-Step Wavelet-Based Inference for Time Series Models
- On the stability of robust filter-cleaners
- Optimal robust estimation for discrete time stochastic processes
- RECURSIVE GENERALIZED M ESTIMATES FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS
- Robust estimation for the Weibull process applied to eruption records
- GENERALIZED SIGNED-RANK ESTIMATORS FOR AUTOREGRESSION PARAMETERS
- On the robust estimation in Poisson processes with periodic intensities
- Robust estimation for ARMA models
- An alternative multivariate skew Laplace distribution: properties and estimation
- Robust efficient method of moments
- Robust GMM tests for structural breaks
- Higher-order infinitesimal robustness
- Highly efficient weighted for autoregression wilcoxon estimes for autoregression
- Influence functionals for time series (with discussion)
- Robust score and portmanteau tests of volatility spillover
- Alternative equations for combining the results of Kalman filters.
- Bootstrapping robust statistics for Markovian data applications to regenerative \(R\)-statistics and \(L\)-statistics
- WeightedL1-estimates for a VAR(p) time series model
This page was built for publication: Infinitesimal robustness for autoregressive processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1072296)
