Robust estimation of periodic autoregressive processes in the presence of additive outliers
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Cites work
- scientific article; zbMATH DE number 3854249 (Why is no real title available?)
- scientific article; zbMATH DE number 4102349 (Why is no real title available?)
- scientific article; zbMATH DE number 3179103 (Why is no real title available?)
- scientific article; zbMATH DE number 3680971 (Why is no real title available?)
- scientific article; zbMATH DE number 2199188 (Why is no real title available?)
- scientific article; zbMATH DE number 5035838 (Why is no real title available?)
- Alternatives to the Median Absolute Deviation
- Asymptotic Statistics
- Asymptotic theory of weakly dependent stochastic processes
- Characterization of cyclostationary random signal processes
- DIAGNOSTIC CHECKING OF PERIODIC AUTOREGRESSION MODELS WITH APPLICATION
- Estimating the dimension of a model
- Highly robust estimation of the autocovariance function
- Joint Estimation of Model Parameters and Outlier Effects in Time Series
- Least-squares estimation and ANOVA for periodic autoregressive time series
- Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
- On modelling and diagnostic checking of vector periodic autoregressive time series models
- PERIODIC CORRELATION IN STRATOSPHERIC OZONE DATA
- Parameter Estimation for Periodically Stationary Time Series
- Parsimony, Model Adequacy and Periodic Correlation in Time Series Forecasting
- Periodically Correlated Random Sequences
- Recursive prediction and likelihood evaluation for periodic ARMA models
- Robust Estimation For Periodic Autoregressive Time Series
- Robust Estimation of the First-Order Autoregressive Parameter
- Robust estimation in long-memory processes under additive outliers
- Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes
- Testing for periodic autocorrelations in seasonal time series data
Cited in
(17)- Robust modelling of periodic vector autoregressive time series
- The effects of additive outliers in INAR(1) process and robust estimation
- Empirical study of robust estimation methods for PAR models with application to the air quality area
- Robust estimation in time series with long and short memory properties
- A comparative note about estimation of the fractional parameter under additive outliers
- Detection and estimation of additive outliers in seasonal time series
- An \(M\)-estimator for the long-memory parameter
- \(M\)-periodogram for the analysis of long-range-dependent time series
- Robust Two-Step Wavelet-Based Inference for Time Series Models
- A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases
- Robust Estimation For Periodic Autoregressive Time Series
- Robust test for detecting outliers in periodic processes using modified Hampel's statistic
- Robust estimation of the seasonal autocorrelation of the PAR(1) model
- A comparison of some estimators of the seasonal ACF for various PAR models
- scientific article; zbMATH DE number 3852262 (Why is no real title available?)
- Robust estimation of fractional seasonal processes: modeling and forecasting daily average \(\mathrm{SO}_2\) concentrations
- Identification and validation of periodic autoregressive model with additive noise: finite-variance case
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