scientific article; zbMATH DE number 472980

MaRDI QIDQ4272844zbMATH OpenFDO

Authors Lawrence G. Tatum, Clifford Hurvich

Publication date 2 January 1994

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Probabilistic methods, stochastic differential equations (65C99)

Cited in

(4)

• Estimating the inverse autocorrelation function from outlier contaminated data
• Breakdown and groups. (With discussions and rejoinder)
• The distribution of the low frequency periodogram ordinates of fractionally differenced series and their inclusion in two estimators of the differencing parameter
• \(M\)-periodogram for the analysis of long-range-dependent time series

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