ROBUST RECURSIVE ANALYSIS OF SEASONAL MOVING AVERAGE MODELS
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Publication:5237614
DOI10.17654/AS054010043zbMath1431.62117OpenAlexW2914139362WikidataQ128476532 ScholiaQ128476532MaRDI QIDQ5237614
Mohamed A. Ismail, Hend Auda, Mahmoud M. Sadek
Publication date: 18 October 2019
Published in: Advances and Applications in Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.17654/as054010043
additive outliersrobust estimationinnovative outliersrank-based methodinnovative substitutionseasonal moving average
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Time series analysis of dynamical systems (37M10)
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- High-Breakdown Rank Regression
- Joint Estimation of Model Parameters and Outlier Effects in Time Series
- Robust Nonparametric Statistical Methods
- GR-estimates for an autoregressive time series.
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