scientific article; zbMATH DE number 3901860

zbMATH Open0565.62067MaRDI QIDQ3680116FDOQ3680116

Authors: Victor J. Yohai, Oscar Bustos, Ricardo Fraiman 

Publication date: 1984

Title of this publication is not available (Why is that?)

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zbMATH Keywords

asymptotic normalityconsistencyrobust estimatesARMA(p,q) processresidual autocovariancesRA estimates

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35)

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• \(P\)-convergence of the TRA estimates: The \(MA(q)\) model
• On strong consistency and asymptotic normality of one-step Gauss-Newton estimators in ARMA time series models
• Outlier resistant filtering and smoothing
• Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes
• A note on the derivation of theoretical autocovariances for ARMA models
• On the asymptotics of residuals in autoregressive moving average processes with one autoregressive unit root
• The stationary regions for the parameter space of unilateral second-order spatial AR model
• Title not available (Why is that?)
• On robust testing for conditional heteroscedasticity in time series models
• Asymptotic behavior of RA-estimates in autoregressive 2D processes

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